+13.8%
DBX vs MOH
-19.7%
+33.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.3% |
| 7D | +2.1% | +1.7% | +0.4% | +2.0% |
| 30D | +5.7% | -0.9% | +6.6% | +5.8% |
| 3M | +31.8% | +5.7% | +26.1% | +31.2% |
| 6M | +37.5% | +39.1% | -1.7% | +33.6% |
| YTD | +27.9% | +17.7% | +10.2% | +25.3% |
| 1Y | +15.0% | +8.4% | +6.7% | +13.2% |
| 3Y | +27.2% | -36.6% | +63.7% | +28.8% |
| All | +13.8% | -19.7% | +33.5% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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