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  • MPC vs DXCM✓SelectedUSD · DXCMMPC vs DXCM performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

MPC vs DXCM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,101.0%
DXCM return
+2,295.1%
Excess return
+805.9%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDXCMExcessAlpha
1D+0.3%-2.0%+2.3%+0.6%
7D+5.4%-3.2%+8.7%+6.0%
30D+31.0%+6.3%+24.6%+29.7%
3M+46.0%+21.1%+24.9%+41.2%
6M+77.3%+20.6%+56.7%+70.8%
YTD+141.9%+32.4%+109.5%+129.2%
1Y+120.9%+8.8%+112.1%+115.0%
3Y+182.7%-13.7%+196.4%+171.6%
5Y+646.4%-35.2%+681.6%+627.0%
10Y+1,138.7%+281.8%+856.9%+703.3%
All+3,101.0%+2,295.1%+805.9%+1,083.5%

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