-24.5%
MDB vs DBX
+7.2%
-31.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.5% | -0.8% |
| 7D | -18.0% | -1.3% | -16.7% | -17.1% |
| 30D | -10.7% | -2.9% | -7.9% | -8.4% |
| 3M | +1.0% | +23.8% | -22.9% | -17.2% |
| 6M | +31.6% | +26.2% | +5.4% | +4.9% |
| YTD | -15.2% | +21.6% | -36.8% | -30.6% |
| 1Y | +10.1% | +11.4% | -1.3% | -4.1% |
| 3Y | -5.6% | +21.3% | -26.9% | -31.8% |
| 5Y | -24.5% | +6.7% | -31.2% | -48.1% |
| All | -24.5% | +7.2% | -31.7% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling