+1,272.2%
MUU vs DXCM
+20.5%
+1,251.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.4% | -7.6% | -6.3% |
| 7D | +24.7% | +4.9% | +19.7% | +22.0% |
| 30D | -35.1% | -0.2% | -35.0% | -35.2% |
| 3M | -44.3% | -8.9% | -35.4% | -41.9% |
| 6M | -44.4% | +42.3% | -86.7% | -59.6% |
| YTD | +244.9% | +25.6% | +219.4% | +179.0% |
| 1Y | +365.6% | +39.5% | +326.1% | +247.3% |
| All | +1,272.2% | +20.5% | +1,251.7% | +1,083.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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