+237.4%
MP vs DXCM
-18.6%
+256.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.5% | -5.0% |
| 7D | -19.0% | +5.7% | -24.6% | -20.1% |
| 30D | -30.5% | +1.3% | -31.8% | -30.8% |
| 3M | -29.6% | +2.2% | -31.8% | -30.2% |
| 6M | -50.4% | +42.0% | -92.4% | -55.0% |
| YTD | -33.2% | +27.3% | -60.5% | -37.8% |
| 1Y | -38.6% | +42.5% | -81.1% | -44.3% |
| 3Y | +105.5% | -13.3% | +118.8% | +94.0% |
| 5Y | -7.8% | -46.8% | +39.0% | -6.8% |
| All | +237.4% | -18.6% | +256.0% | +205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling