+23.1%
DBX vs MTB
+69.6%
-46.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | +2.8% | -4.6% | +7.4% | +4.0% |
| 3M | +26.8% | +7.4% | +19.3% | +24.6% |
| 6M | +32.8% | +18.7% | +14.1% | +27.0% |
| YTD | +26.1% | +21.1% | +5.0% | +19.9% |
| 1Y | +14.1% | +24.1% | -9.9% | +7.7% |
| 3Y | +25.7% | +115.3% | -89.6% | +2.9% |
| 5Y | +11.2% | +106.0% | -94.9% | -9.3% |
| All | +23.1% | +69.6% | -46.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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