+13.7%
DXCM vs MULL
+2,481.0%
-2,467.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -3.7% |
| 7D | -6.2% | +14.0% | -20.2% | -6.8% |
| 30D | -0.3% | +24.8% | -25.1% | -1.4% |
| 3M | +10.3% | -16.1% | +26.4% | +8.0% |
| 6M | +24.1% | +330.9% | -306.8% | +0.1% |
| YTD | +27.4% | +545.0% | -517.6% | -3.8% |
| 1Y | +8.4% | +2,427.1% | -2,418.8% | -34.2% |
| All | +13.7% | +2,481.0% | -2,467.3% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling