+2,538.2%
MUU vs DXCM
+22.2%
+2,516.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -1.1% |
| 7D | +13.9% | -6.2% | +20.1% | +17.4% |
| 30D | +24.8% | -0.3% | +25.1% | +24.5% |
| 3M | -15.7% | +10.3% | -26.1% | -23.8% |
| 6M | +338.9% | +24.1% | +314.8% | +258.2% |
| YTD | +563.2% | +27.4% | +535.8% | +433.7% |
| 1Y | +2,577.5% | +8.4% | +2,569.1% | +2,377.0% |
| All | +2,538.2% | +22.2% | +2,516.0% | +2,164.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling