+29.9%
MCHP vs DBX
+22.5%
+7.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.3% | -6.5% | -2.3% |
| 7D | -5.4% | -1.1% | -4.3% | -5.6% |
| 30D | -7.5% | +5.0% | -12.6% | -6.1% |
| 3M | -6.0% | +4.6% | -10.7% | -4.4% |
| 6M | -20.1% | +43.9% | -64.0% | -9.2% |
| YTD | +20.2% | +29.9% | -9.6% | +34.4% |
| 1Y | +29.9% | +24.6% | +5.3% | +44.7% |
| All | +29.9% | +22.5% | +7.4% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling