+18.2%
DXCM vs MULL
+2,561.4%
-2,543.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.8% | -13.8% | -2.5% |
| 7D | -3.2% | +17.3% | -20.5% | -3.9% |
| 30D | +6.3% | +23.5% | -17.2% | +5.1% |
| 3M | +21.1% | -24.0% | +45.1% | +19.0% |
| 6M | +20.6% | +276.7% | -256.2% | -1.3% |
| YTD | +32.4% | +565.1% | -532.6% | -0.1% |
| 1Y | +8.8% | +2,802.6% | -2,793.8% | -35.1% |
| All | +18.2% | +2,561.4% | -2,543.1% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling