+189.8%
MU vs DXCM
+47.0%
+142.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +6.4% |
| 7D | -12.0% | -4.4% | -7.7% | -12.0% |
| 30D | -28.7% | -3.6% | -25.1% | -28.5% |
| 3M | -16.4% | -4.3% | -12.1% | -16.1% |
| 6M | -1.8% | +33.8% | -35.6% | -2.7% |
| YTD | +157.1% | +22.1% | +134.9% | +172.3% |
| All | +189.8% | +47.0% | +142.8% | +200.3% |
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 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