+777.5%
MDB vs DBX
+15.6%
+762.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.2% |
| 7D | +11.6% | -6.3% | +17.8% | +16.0% |
| 30D | -8.9% | -5.9% | -3.1% | -5.6% |
| 3M | -22.4% | -0.4% | -22.0% | -23.0% |
| 6M | +10.1% | +29.8% | -19.8% | -8.1% |
| YTD | -19.0% | +20.5% | -39.6% | -30.2% |
| 1Y | -7.0% | +8.7% | -15.7% | -14.4% |
| 3Y | -9.8% | +25.9% | -35.8% | -27.9% |
| 5Y | -40.1% | +24.2% | -64.2% | -49.9% |
| All | +777.5% | +15.6% | +762.0% | +552.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling