+6.8%
DXCM vs MULL
+968.6%
-961.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.1% | -15.1% | -6.3% |
| 7D | -3.5% | -42.7% | +39.2% | -1.8% |
| 30D | -5.8% | -63.8% | +58.0% | -2.5% |
| 3M | -4.3% | -49.0% | +44.7% | -2.8% |
| 6M | +31.6% | -38.2% | +69.7% | +23.4% |
| YTD | +19.6% | +167.0% | -147.4% | -7.1% |
| 1Y | +36.9% | +247.7% | -210.9% | +1.4% |
| All | +6.8% | +968.6% | -961.7% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling