+24.9%
DBX vs MDY
+120.5%
-95.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +0.8% |
| 7D | +2.1% | -1.9% | +4.0% | +3.5% |
| 30D | +5.7% | -4.6% | +10.4% | +9.6% |
| 3M | +31.8% | -1.2% | +33.0% | +32.7% |
| 6M | +37.5% | +9.2% | +28.2% | +27.1% |
| YTD | +27.9% | +13.1% | +14.9% | +14.8% |
| 1Y | +15.0% | +13.0% | +2.0% | +3.0% |
| 3Y | +27.2% | +49.2% | -22.0% | -9.3% |
| 5Y | +12.8% | +47.2% | -34.5% | -18.4% |
| All | +24.9% | +120.5% | -95.6% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling