-45.8%
MP vs DXCM
+43.6%
-89.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.6% | -11.7% | -4.1% |
| 7D | -12.5% | +12.5% | -25.1% | -11.1% |
| 30D | -23.3% | +1.8% | -25.2% | -22.9% |
| 3M | -24.4% | +1.8% | -26.1% | -24.0% |
| 6M | -45.8% | +47.4% | -93.1% | -43.3% |
| All | -45.8% | +43.6% | -89.4% | -43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling