-59.4%
MUZ vs DGX
+17.3%
-76.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.8% | +11.3% | +10.7% |
| 7D | -7.7% | -3.5% | -4.2% | -5.1% |
| 30D | -29.2% | -2.7% | -26.5% | -27.9% |
| 3M | -62.5% | +13.9% | -76.3% | -68.6% |
| All | -59.4% | +17.3% | -76.6% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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 · Available span rolling