+28.0%
DBX vs MTB
+7.5%
+20.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | 0.0% |
| 7D | -3.3% | +1.5% | -4.8% | -3.4% |
| 30D | -5.9% | +2.3% | -8.2% | -6.0% |
| 3M | -6.7% | -12.1% | +5.4% | -6.5% |
| 6M | +28.0% | +9.8% | +18.2% | +47.1% |
| All | +28.0% | +7.5% | +20.4% | +47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling