+12.8%
DXCM vs MULL
+2,620.5%
-2,607.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.0% |
| 7D | -6.5% | +14.8% | -21.3% | -7.1% |
| 30D | -4.3% | +36.6% | -40.9% | -5.8% |
| 3M | +7.3% | -8.9% | +16.2% | +4.6% |
| 6M | +22.0% | +311.9% | -289.9% | -0.8% |
| YTD | +26.4% | +579.8% | -553.5% | -4.8% |
| 1Y | +7.0% | +2,421.5% | -2,414.6% | -34.6% |
| All | +12.8% | +2,620.5% | -2,607.6% | -39.1% |
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