+21.3%
DBX vs MTB
+118.5%
-97.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -1.3% | +2.8% | -4.1% | -2.0% |
| 30D | -2.9% | -4.2% | +1.3% | -1.9% |
| 3M | +23.8% | +7.8% | +16.1% | +21.6% |
| 6M | +26.2% | +14.8% | +11.4% | +21.6% |
| YTD | +21.6% | +20.8% | +0.8% | +15.4% |
| 1Y | +11.4% | +23.1% | -11.7% | +4.8% |
| 3Y | +21.3% | +114.8% | -93.6% | +1.2% |
| All | +21.3% | +118.5% | -97.3% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling