-36.3%
DXCM vs MUB
+2.2%
-38.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -0.9% | -2.4% | -2.4% |
| 30D | +6.3% | -1.4% | +7.8% | +7.8% |
| 3M | +21.1% | -2.2% | +23.2% | +23.7% |
| 6M | +20.6% | -1.9% | +22.5% | +22.9% |
| YTD | +32.4% | -0.8% | +33.2% | +33.5% |
| 1Y | +8.8% | +2.7% | +6.1% | +6.0% |
| 3Y | -13.7% | +8.6% | -22.3% | -22.1% |
| All | -36.3% | +2.2% | -38.5% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling