+254.1%
MP vs DXCM
-23.5%
+277.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.0% | +10.9% | +6.2% |
| 7D | -10.5% | -3.5% | -7.0% | -10.0% |
| 30D | -23.5% | -5.8% | -17.7% | -22.8% |
| 3M | -25.4% | -4.3% | -21.1% | -25.1% |
| 6M | -51.3% | +31.6% | -82.8% | -55.1% |
| YTD | -29.9% | +19.6% | -49.6% | -33.9% |
| 1Y | -31.8% | +36.9% | -68.7% | -37.8% |
| 3Y | +127.0% | -16.3% | +143.3% | +115.0% |
| 5Y | -3.3% | -50.0% | +46.7% | -1.0% |
| All | +254.1% | -23.5% | +277.6% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling