+4,271.9%
MU vs DXCM
+421.6%
+3,850.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +5.8% |
| 7D | -12.0% | -4.4% | -7.7% | -11.2% |
| 30D | -28.7% | -3.6% | -25.1% | -28.3% |
| 3M | -16.4% | -4.3% | -12.1% | -15.9% |
| 6M | -1.8% | +33.8% | -35.6% | -10.5% |
| YTD | +157.1% | +22.1% | +134.9% | +139.6% |
| 1Y | +208.5% | +47.4% | +161.1% | +174.2% |
| 3Y | +906.2% | -12.3% | +918.4% | +856.6% |
| 5Y | +893.4% | -49.1% | +942.5% | +930.2% |
| 10Y | +4,271.9% | +423.1% | +3,848.8% | +2,975.3% |
| All | +4,271.9% | +421.6% | +3,850.3% | +2,975.3% |
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