+855.4%
MU vs DXCM
-18.8%
+874.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.0% | +11.1% | +6.1% |
| 7D | -22.0% | -3.5% | -18.5% | -21.6% |
| 30D | -36.6% | -5.8% | -30.8% | -36.0% |
| 3M | -21.7% | -4.3% | -17.4% | -21.3% |
| 6M | +3.5% | +31.6% | -28.0% | -3.8% |
| YTD | +141.9% | +19.6% | +122.3% | +130.2% |
| 1Y | +189.8% | +36.9% | +153.0% | +167.6% |
| 3Y | +855.4% | -16.3% | +871.6% | +792.0% |
| All | +855.4% | -18.8% | +874.2% | +792.0% |
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