+7.8%
DBX vs MTB
+103.4%
-95.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | 0.0% | -4.6% | +4.6% | +1.2% |
| 3M | +26.1% | +6.3% | +19.8% | +24.1% |
| 6M | +29.4% | +15.6% | +13.8% | +24.1% |
| YTD | +24.4% | +20.6% | +3.9% | +17.9% |
| 1Y | +10.9% | +22.5% | -11.7% | +4.4% |
| 3Y | +24.1% | +114.4% | -90.4% | -0.2% |
| 5Y | +7.8% | +101.9% | -94.1% | -12.2% |
| All | +7.8% | +103.4% | -95.7% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling