+18.7%
DBX vs MDY
+123.2%
-104.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.3% | -2.4% |
| 7D | -1.3% | +1.0% | -2.3% | -2.0% |
| 30D | -2.9% | -3.1% | +0.3% | -0.5% |
| 3M | +23.8% | +1.8% | +22.0% | +21.7% |
| 6M | +26.2% | +10.8% | +15.4% | +15.5% |
| YTD | +21.6% | +14.4% | +7.2% | +8.2% |
| 1Y | +11.4% | +15.2% | -3.8% | -1.7% |
| 3Y | +21.3% | +51.2% | -29.9% | -14.3% |
| 5Y | +6.7% | +47.2% | -40.6% | -22.8% |
| All | +18.7% | +123.2% | -104.5% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MDY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling