+101.9%
MPC vs DXCM
+47.0%
+54.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.6% |
| 7D | -9.4% | -4.4% | -5.1% | -9.2% |
| 30D | -14.3% | -3.6% | -10.7% | -14.2% |
| 3M | +31.1% | -4.3% | +35.4% | +31.4% |
| 6M | +60.3% | +33.8% | +26.5% | +63.3% |
| YTD | +142.5% | +22.1% | +120.4% | +143.7% |
| All | +101.9% | +47.0% | +54.9% | +92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling