+879.0%
MU vs DXCM
-17.4%
+896.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -15.2% | -3.7% | -11.5% | -14.7% |
| 30D | -29.5% | -5.0% | -24.5% | -29.0% |
| 3M | -15.8% | -8.8% | -7.0% | -14.6% |
| 6M | -2.9% | +31.9% | -34.7% | -9.7% |
| YTD | +154.2% | +20.4% | +133.8% | +141.6% |
| 1Y | +186.6% | +45.7% | +140.9% | +161.0% |
| All | +879.0% | -17.4% | +896.5% | +808.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling