+58.1%
MP vs DXCM
-35.5%
+93.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.9% |
| 7D | -2.9% | -3.2% | +0.4% | -2.1% |
| 30D | +13.8% | +6.3% | +7.5% | +12.2% |
| 3M | -16.7% | +21.1% | -37.8% | -21.0% |
| 6M | -11.5% | +20.6% | -32.1% | -16.3% |
| YTD | +7.9% | +32.4% | -24.5% | -0.2% |
| 1Y | -15.0% | +8.8% | -23.9% | -18.2% |
| 3Y | +153.5% | -13.7% | +167.2% | +138.0% |
| All | +58.1% | -35.5% | +93.7% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling