+2,683.6%
MUU vs DXCM
+21.3%
+2,662.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.9% |
| 7D | +15.0% | -6.5% | +21.5% | +18.7% |
| 30D | +36.8% | -4.3% | +41.1% | +39.4% |
| 3M | -8.5% | +7.3% | -15.8% | -15.5% |
| 6M | +320.7% | +22.0% | +298.7% | +247.4% |
| YTD | +599.7% | +26.4% | +573.3% | +465.1% |
| 1Y | +2,569.2% | +7.0% | +2,562.2% | +2,391.6% |
| All | +2,683.6% | +21.3% | +2,662.3% | +2,298.0% |
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