+8.2%
MDB vs DBX
+12.9%
-4.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.8% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | -14.0% | 0.0% | -14.0% | -14.0% |
| 3M | +5.3% | +26.1% | -20.8% | -8.3% |
| 6M | +31.9% | +29.4% | +2.5% | +11.0% |
| YTD | -14.6% | +24.4% | -39.0% | -26.7% |
| 1Y | +8.2% | +10.9% | -2.6% | -5.9% |
| All | +8.2% | +12.9% | -4.6% | -5.9% |
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