+17.7%
DBX vs MTB
+55.9%
-38.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -5.9% | +0.8% | -6.7% | -6.1% |
| 3M | -0.4% | -12.8% | +12.4% | +2.8% |
| 6M | +29.8% | +6.7% | +23.1% | +27.5% |
| YTD | +20.5% | +11.3% | +9.2% | +16.8% |
| 1Y | +8.7% | +20.2% | -11.5% | +3.2% |
| 3Y | +25.9% | +103.8% | -77.8% | +4.6% |
| 5Y | +24.2% | +60.9% | -36.7% | +7.3% |
| All | +17.7% | +55.9% | -38.3% | +2.2% |
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