+5,975.2%
MU vs DXCM
+272.3%
+5,703.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +6.6% |
| 7D | +9.0% | -3.2% | +12.2% | +9.8% |
| 30D | +13.8% | +6.3% | +7.5% | +12.1% |
| 3M | +2.1% | +21.1% | -19.0% | -3.7% |
| 6M | +153.8% | +20.6% | +133.2% | +138.6% |
| YTD | +256.4% | +32.4% | +224.0% | +227.1% |
| 1Y | +719.8% | +8.8% | +710.9% | +684.7% |
| 3Y | +1,360.4% | -13.7% | +1,374.1% | +1,292.2% |
| 5Y | +1,312.4% | -35.2% | +1,347.6% | +1,285.3% |
| All | +5,975.2% | +272.3% | +5,703.0% | +4,679.6% |
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