+15.0%
DBX vs MTB
+24.6%
-9.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +5.7% | -4.8% | +10.5% | +5.9% |
| 3M | +31.8% | +6.0% | +25.9% | +31.8% |
| 6M | +37.5% | +19.6% | +17.8% | +36.2% |
| YTD | +27.9% | +21.5% | +6.4% | +27.4% |
| 1Y | +15.0% | +24.7% | -9.7% | +7.9% |
| All | +15.0% | +24.6% | -9.6% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling