+540.9%
MPC vs DXCM
-46.6%
+587.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.6% | -3.6% |
| 7D | -12.8% | +5.7% | -18.4% | -13.2% |
| 30D | -12.7% | +1.3% | -14.0% | -12.9% |
| 3M | +27.1% | +2.2% | +24.9% | +26.7% |
| 6M | +45.8% | +42.0% | +3.8% | +41.5% |
| YTD | +134.7% | +27.3% | +107.4% | +129.3% |
| 1Y | +106.0% | +42.5% | +63.6% | +99.2% |
| 3Y | +165.5% | -13.3% | +178.8% | +158.3% |
| 5Y | +540.9% | -46.8% | +587.7% | +544.3% |
| All | +540.9% | -46.6% | +587.5% | +544.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling