+120.4%
MSTR vs DXCM
-35.5%
+155.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.4% |
| 7D | +12.2% | -3.2% | +15.4% | +14.0% |
| 30D | +45.2% | +6.3% | +38.8% | +40.7% |
| 3M | +10.4% | +21.1% | -10.7% | -1.1% |
| 6M | -2.5% | +20.6% | -23.1% | -13.0% |
| YTD | -6.0% | +32.4% | -38.5% | -20.1% |
| 1Y | -56.4% | +8.8% | -65.2% | -59.9% |
| 3Y | +306.3% | -13.7% | +320.0% | +248.5% |
| All | +120.4% | -35.5% | +155.9% | +102.4% |
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