+180.6%
MPC vs DXCM
-13.8%
+194.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +5.4% | -3.2% | +8.7% | +5.7% |
| 30D | +31.0% | +6.3% | +24.6% | +30.5% |
| 3M | +46.0% | +21.1% | +24.9% | +44.1% |
| 6M | +77.3% | +20.6% | +56.7% | +75.1% |
| YTD | +141.9% | +32.4% | +109.5% | +137.0% |
| 1Y | +120.9% | +8.8% | +112.1% | +119.4% |
| All | +180.6% | -13.8% | +194.4% | +166.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling