Diaz left Liverpool for Bayern in August for €75m and has settled quickly in the Bundesliga.
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"I knew I would do well, but of course I didn't expect to be this good so quickly," the winger told The Guardian.
The 28-year-old feels at home with the record champions: "From day one, my teammates and the club welcomed me very quickly.
"They made me feel like part of the family."
Diaz has scored 12 goals in 21 appearances across all competitions and also contributed seven assists.
