+25.4%
DBX vs MDY
+47.3%
-21.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.9% |
| 7D | -1.8% | -2.5% | +0.7% | -0.4% |
| 30D | +2.8% | -5.0% | +7.9% | +6.0% |
| 3M | +26.8% | +0.5% | +26.3% | +25.9% |
| 6M | +32.8% | +8.0% | +24.8% | +25.1% |
| YTD | +26.1% | +12.2% | +13.9% | +15.2% |
| 1Y | +14.1% | +14.0% | +0.1% | +2.7% |
| All | +25.4% | +47.3% | -21.9% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling