+3,554.9%
DXCM vs MUB
+76.3%
+3,478.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -0.9% | -2.4% | -2.8% |
| 30D | +6.3% | -1.4% | +7.8% | +7.1% |
| 3M | +21.1% | -2.2% | +23.2% | +22.4% |
| 6M | +20.6% | -1.9% | +22.5% | +21.7% |
| YTD | +32.4% | -0.8% | +33.2% | +33.0% |
| 1Y | +8.8% | +2.7% | +6.1% | +7.5% |
| 3Y | -13.7% | +8.6% | -22.3% | -17.1% |
| 5Y | -35.2% | +2.0% | -37.2% | -36.3% |
| 10Y | +281.8% | +17.9% | +263.9% | +261.2% |
| All | +3,554.9% | +76.3% | +3,478.6% | +2,735.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling