+1,079.5%
MPC vs DXCM
+410.2%
+669.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.5% |
| 7D | -16.2% | -3.5% | -12.7% | -15.9% |
| 30D | -15.7% | -5.8% | -9.9% | -15.3% |
| 3M | +24.9% | -4.3% | +29.2% | +25.3% |
| 6M | +52.7% | +31.6% | +21.1% | +46.9% |
| YTD | +131.9% | +19.6% | +112.2% | +124.9% |
| 1Y | +96.6% | +36.9% | +59.8% | +87.3% |
| 3Y | +163.8% | -16.3% | +180.0% | +156.7% |
| 5Y | +533.1% | -50.0% | +583.1% | +544.0% |
| All | +1,079.5% | +410.2% | +669.3% | +898.3% |
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 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