+22.3%
DBX vs MTB
+70.1%
-47.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -2.4% | +1.7% | -4.2% | -2.8% |
| 30D | -0.5% | -4.2% | +3.7% | +0.5% |
| 3M | +28.1% | +8.9% | +19.2% | +25.4% |
| 6M | +33.1% | +10.9% | +22.2% | +29.4% |
| YTD | +25.3% | +21.5% | +3.8% | +19.0% |
| 1Y | +18.3% | +21.9% | -3.6% | +12.1% |
| 3Y | +25.0% | +109.2% | -84.2% | +3.0% |
| 5Y | +7.5% | +102.0% | -94.4% | -11.9% |
| All | +22.3% | +70.1% | -47.8% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling