+3,005.7%
MPC vs DXCM
+2,201.4%
+804.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.6% | -3.2% |
| 7D | -12.8% | +5.7% | -18.4% | -13.6% |
| 30D | -12.7% | +1.3% | -14.0% | -13.1% |
| 3M | +27.1% | +2.2% | +24.9% | +26.3% |
| 6M | +45.8% | +42.0% | +3.8% | +36.9% |
| YTD | +134.7% | +27.3% | +107.4% | +123.2% |
| 1Y | +106.0% | +42.5% | +63.6% | +92.1% |
| 3Y | +165.5% | -13.3% | +178.8% | +155.2% |
| 5Y | +540.9% | -46.8% | +587.7% | +547.9% |
| 10Y | +1,133.6% | +445.8% | +687.8% | +633.9% |
| All | +3,005.7% | +2,201.4% | +804.3% | +1,052.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling