+4,407.5%
MU vs DXCM
+402.7%
+4,004.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.1% |
| 7D | +12.8% | +4.9% | +7.9% | +11.6% |
| 30D | -14.9% | -0.2% | -14.7% | -15.1% |
| 3M | -18.0% | -8.9% | -9.1% | -16.6% |
| 6M | -3.1% | +42.3% | -45.4% | -12.8% |
| YTD | +172.9% | +25.6% | +147.3% | +152.7% |
| 1Y | +228.8% | +39.5% | +189.3% | +196.9% |
| 3Y | +950.8% | -15.3% | +966.1% | +909.1% |
| 5Y | +931.3% | -48.4% | +979.7% | +966.0% |
| All | +4,407.5% | +402.7% | +4,004.8% | +3,145.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling