+7.8%
DBX vs MDY
+45.8%
-38.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +3.2% |
| 7D | +0.3% | -0.8% | +1.0% | +0.9% |
| 30D | 0.0% | -3.9% | +3.9% | +3.2% |
| 3M | +26.1% | 0.0% | +26.2% | +25.6% |
| 6M | +29.4% | +8.5% | +20.8% | +19.3% |
| YTD | +24.4% | +13.2% | +11.2% | +10.2% |
| 1Y | +10.9% | +15.0% | -4.2% | -3.5% |
| 3Y | +24.1% | +49.6% | -25.5% | -16.7% |
| 5Y | +7.8% | +46.0% | -38.3% | -28.7% |
| All | +7.8% | +45.8% | -38.1% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling