+17.7%
DBX vs MDY
+119.1%
-101.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.3% | +2.3% | -5.5% | -5.1% |
| 30D | -5.9% | +2.0% | -7.9% | -7.6% |
| 3M | -6.7% | -5.6% | -1.0% | -3.0% |
| 6M | +28.0% | +1.3% | +26.7% | +25.4% |
| YTD | +20.6% | +12.3% | +8.3% | +8.3% |
| 1Y | +10.3% | +15.8% | -5.5% | -3.6% |
| 3Y | +24.0% | +56.5% | -32.4% | -15.1% |
| 5Y | +24.2% | +35.1% | -10.9% | -4.8% |
| All | +17.7% | +119.1% | -101.4% | -39.6% |
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