+384.5%
DXCM vs MUB
+21.8%
+362.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.7% |
| 7D | +4.9% | -1.3% | +6.2% | +6.0% |
| 30D | -0.2% | +2.2% | -2.3% | -1.9% |
| 3M | -8.9% | -1.6% | -7.3% | -7.7% |
| 6M | +42.3% | -1.3% | +43.6% | +43.7% |
| YTD | +25.6% | -0.7% | +26.2% | +26.2% |
| 1Y | +39.5% | -0.2% | +39.7% | +39.8% |
| 3Y | -15.3% | +9.6% | -24.9% | -21.8% |
| 5Y | -48.4% | +2.6% | -51.0% | -50.2% |
| All | +384.5% | +21.8% | +362.7% | +373.8% |
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