+265.1%
MU vs DXCM
+44.8%
+220.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.6% | -13.6% | -6.1% |
| 7D | -19.1% | +12.5% | -31.7% | -17.8% |
| 30D | -25.2% | +1.8% | -27.1% | -24.7% |
| 3M | -10.9% | +1.8% | -12.7% | -10.1% |
| 6M | +38.0% | +47.4% | -9.4% | +38.9% |
| YTD | +178.8% | +33.3% | +145.5% | +199.9% |
| 1Y | +265.1% | +44.6% | +220.5% | +301.2% |
| All | +265.1% | +44.8% | +220.3% | +301.2% |
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