+1,138.0%
MUU vs DXCM
+17.2%
+1,120.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.1% | +10.4% | +11.5% |
| 7D | -27.2% | -4.4% | -22.8% | -25.4% |
| 30D | -54.0% | -3.6% | -50.4% | -53.3% |
| 3M | -41.4% | -4.3% | -37.1% | -40.5% |
| 6M | -42.5% | +33.8% | -76.2% | -56.8% |
| YTD | +211.2% | +22.1% | +189.0% | +155.0% |
| 1Y | +313.4% | +47.4% | +266.0% | +188.9% |
| All | +1,138.0% | +17.2% | +1,120.8% | +982.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling