-38.4%
MDB vs DBX
+20.7%
-59.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | -0.3% |
| 7D | +3.0% | -8.1% | +11.1% | +10.5% |
| 30D | -11.3% | -4.9% | -6.4% | -8.0% |
| 3M | -23.0% | -2.7% | -20.3% | -22.5% |
| 6M | +14.8% | +25.2% | -10.4% | -8.5% |
| YTD | -19.4% | +19.3% | -38.7% | -34.6% |
| 1Y | -9.0% | +6.6% | -15.6% | -18.2% |
| 3Y | -10.3% | +24.6% | -34.9% | -40.8% |
| 5Y | -38.4% | +23.5% | -61.9% | -53.3% |
| All | -38.4% | +20.7% | -59.1% | -53.3% |
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