-47.4%
MSTR vs DXCM
+47.0%
-94.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.3% |
| 7D | -4.0% | -4.4% | +0.4% | -2.5% |
| 30D | -18.6% | -3.6% | -15.0% | -17.7% |
| 3M | +25.6% | -4.3% | +29.9% | +27.2% |
| 6M | -33.1% | +33.8% | -66.8% | -43.0% |
| YTD | -17.3% | +22.1% | -39.5% | -27.1% |
| All | -47.4% | +47.0% | -94.4% | -60.6% |
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