+120.1%
MAR vs DBX
+26.6%
+93.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +1.6% | -3.3% | +4.9% | +2.2% |
| 30D | +13.8% | -5.9% | +19.7% | +14.9% |
| 3M | +20.3% | -6.7% | +27.0% | +21.4% |
| 6M | +21.3% | +28.0% | -6.7% | +14.3% |
| YTD | +37.2% | +20.6% | +16.6% | +30.6% |
| 1Y | +48.4% | +10.3% | +38.2% | +44.6% |
| 3Y | +120.1% | +24.0% | +96.1% | +97.8% |
| All | +120.1% | +26.6% | +93.5% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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