+6,790.8%
MU vs DXCM
+2,696.7%
+4,094.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.5% | -12.9% | -16.3% |
| 7D | -29.7% | +5.7% | -35.4% | -30.8% |
| 30D | -37.2% | +1.3% | -38.5% | -37.5% |
| 3M | -26.5% | +2.2% | -28.7% | -27.2% |
| 6M | +2.6% | +42.0% | -39.4% | -8.1% |
| YTD | +130.1% | +27.3% | +102.9% | +111.8% |
| 1Y | +176.7% | +42.5% | +134.2% | +147.1% |
| 3Y | +813.1% | -13.3% | +826.4% | +771.2% |
| 5Y | +822.0% | -46.8% | +868.8% | +856.6% |
| 10Y | +3,936.2% | +445.8% | +3,490.4% | +2,018.6% |
| All | +6,790.8% | +2,696.7% | +4,094.1% | +1,543.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling