+22.3%
DBX vs MDY
+124.7%
-102.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -2.4% | +0.1% | -2.6% | -2.5% |
| 30D | -0.5% | -1.5% | +1.0% | +0.6% |
| 3M | +28.1% | +0.8% | +27.3% | +26.8% |
| 6M | +33.1% | +7.4% | +25.7% | +24.6% |
| YTD | +25.3% | +15.2% | +10.1% | +10.9% |
| 1Y | +18.3% | +16.5% | +1.8% | +3.5% |
| 3Y | +25.0% | +46.8% | -21.8% | -9.5% |
| 5Y | +7.5% | +46.0% | -38.5% | -21.8% |
| All | +22.3% | +124.7% | -102.4% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling