+153.3%
MP vs DXCM
-13.8%
+167.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.7% |
| 7D | -2.9% | -3.2% | +0.4% | -2.4% |
| 30D | +13.8% | +6.3% | +7.5% | +12.9% |
| 3M | -16.7% | +21.1% | -37.8% | -19.1% |
| 6M | -11.5% | +20.6% | -32.1% | -14.3% |
| YTD | +7.9% | +32.4% | -24.5% | +3.2% |
| 1Y | -15.0% | +8.8% | -23.9% | -16.6% |
| All | +153.3% | -13.8% | +167.0% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling