+1,106.2%
MPC vs DXCM
+421.6%
+684.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.3% |
| 7D | -9.4% | -4.4% | -5.1% | -9.0% |
| 30D | -14.3% | -3.6% | -10.7% | -14.1% |
| 3M | +31.1% | -4.3% | +35.4% | +31.6% |
| 6M | +60.3% | +33.8% | +26.5% | +53.9% |
| YTD | +142.5% | +22.1% | +120.4% | +134.7% |
| 1Y | +104.6% | +47.4% | +57.2% | +93.1% |
| 3Y | +191.7% | -12.3% | +204.0% | +182.1% |
| 5Y | +549.2% | -49.1% | +598.3% | +559.1% |
| 10Y | +1,106.2% | +423.1% | +683.1% | +921.0% |
| All | +1,106.2% | +421.6% | +684.6% | +921.0% |
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