+719.8%
MU vs DXCM
+11.0%
+708.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +6.0% |
| 7D | +9.0% | -3.2% | +12.2% | +8.8% |
| 30D | +13.8% | +6.3% | +7.5% | +14.2% |
| 3M | +2.1% | +21.1% | -19.0% | +3.0% |
| 6M | +153.8% | +20.6% | +133.2% | +161.5% |
| YTD | +256.4% | +32.4% | +224.0% | +261.9% |
| 1Y | +719.8% | +8.8% | +710.9% | +793.1% |
| All | +719.8% | +11.0% | +708.8% | +793.1% |
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