+9.5%
DXCM vs MULL
+1,303.2%
-1,293.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.4% |
| 7D | -3.6% | +43.3% | -46.9% | -5.1% |
| 30D | -4.3% | -37.4% | +33.1% | -3.2% |
| 3M | -10.4% | -36.8% | +26.5% | -9.7% |
| 6M | +33.1% | -36.9% | +70.0% | +27.0% |
| YTD | +22.6% | +250.7% | -228.0% | -5.9% |
| 1Y | +36.5% | +337.6% | -301.1% | +0.7% |
| All | +9.5% | +1,303.2% | -1,293.7% | -39.9% |
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