+153.8%
MU vs DXCM
+20.4%
+133.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +5.5% |
| 7D | +9.0% | -3.2% | +12.2% | +7.9% |
| 30D | +13.8% | +6.3% | +7.5% | +16.2% |
| 3M | +2.1% | +21.1% | -19.0% | +10.5% |
| 6M | +153.8% | +20.6% | +133.2% | +214.5% |
| All | +153.8% | +20.4% | +133.4% | +214.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling