+252.9%
DXCM vs MUB
+17.9%
+235.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -6.2% | -0.3% | -5.9% | -6.0% |
| 30D | -0.3% | -1.5% | +1.3% | +0.9% |
| 3M | +10.3% | -1.9% | +12.3% | +12.0% |
| 6M | +24.1% | -1.7% | +25.8% | +25.8% |
| YTD | +27.4% | -0.8% | +28.1% | +28.2% |
| 1Y | +8.4% | +1.5% | +6.9% | +7.2% |
| 3Y | -19.0% | +8.8% | -27.8% | -24.4% |
| 5Y | -38.6% | +2.0% | -40.6% | -40.5% |
| 10Y | +252.9% | +18.0% | +235.0% | +258.3% |
| All | +252.9% | +17.9% | +235.1% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling