-16.3%
DXCM vs MUB
+11.9%
-28.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | -3.5% | +0.7% | -4.2% | -3.9% |
| 30D | -5.8% | +4.4% | -10.2% | -8.2% |
| 3M | -4.3% | -0.2% | -4.2% | -4.2% |
| 6M | +31.6% | -0.6% | +32.2% | +32.1% |
| YTD | +19.6% | +0.3% | +19.3% | +19.6% |
| 1Y | +36.9% | +0.8% | +36.1% | +36.4% |
| 3Y | -16.3% | +12.0% | -28.3% | -25.1% |
| All | -16.3% | +11.9% | -28.2% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling