+957.9%
MU vs DXCM
-49.1%
+1,007.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | +21.6% | -3.6% | +25.3% | +22.5% |
| 30D | -16.2% | -4.3% | -11.9% | -15.6% |
| 3M | -12.4% | -10.4% | -2.0% | -10.5% |
| 6M | +4.2% | +33.1% | -28.9% | -5.1% |
| YTD | +180.0% | +22.6% | +157.3% | +160.5% |
| 1Y | +226.4% | +36.5% | +189.9% | +195.4% |
| 3Y | +969.7% | -13.5% | +983.2% | +910.6% |
| 5Y | +957.9% | -49.6% | +1,007.6% | +961.8% |
| All | +957.9% | -49.1% | +1,007.1% | +961.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling