+123.2%
MPC vs DXCM
+6.5%
+116.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.1% | +2.4% |
| 7D | +3.9% | -6.2% | +10.1% | +4.0% |
| 30D | +33.8% | -0.3% | +34.0% | +33.8% |
| 3M | +49.9% | +10.3% | +39.5% | +49.8% |
| 6M | +80.9% | +24.1% | +56.8% | +82.7% |
| YTD | +147.4% | +27.4% | +120.1% | +149.2% |
| 1Y | +123.2% | +8.4% | +114.8% | +126.8% |
| All | +123.2% | +6.5% | +116.7% | +126.8% |
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