+7.5%
DXCM vs MULL
+1,070.1%
-1,062.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.3% |
| 7D | -3.7% | -32.2% | +28.6% | -2.6% |
| 30D | -5.0% | -55.4% | +50.4% | -2.5% |
| 3M | -8.8% | -41.3% | +32.4% | -7.9% |
| 6M | +31.9% | -44.9% | +76.8% | +26.1% |
| YTD | +20.4% | +192.4% | -172.0% | -6.9% |
| 1Y | +45.7% | +239.4% | -193.7% | +9.2% |
| All | +7.5% | +1,070.1% | -1,062.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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