-5.6%
MDB vs DBX
+21.2%
-26.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.5% | -1.5% |
| 7D | -18.0% | -1.3% | -16.7% | -17.3% |
| 30D | -10.7% | -2.9% | -7.9% | -9.0% |
| 3M | +1.0% | +23.8% | -22.9% | -12.2% |
| 6M | +31.6% | +26.2% | +5.4% | +12.6% |
| YTD | -15.2% | +21.6% | -36.8% | -25.9% |
| 1Y | +10.1% | +11.4% | -1.3% | +0.6% |
| 3Y | -5.6% | +21.3% | -26.9% | -28.5% |
| All | -5.6% | +21.2% | -26.8% | -28.5% |
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