+852.3%
MDB vs DBX
+20.1%
+832.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -2.4% |
| 7D | -17.4% | -2.4% | -15.0% | -16.1% |
| 30D | -2.0% | -0.5% | -1.5% | -1.7% |
| 3M | -3.0% | +28.1% | -31.1% | -18.1% |
| 6M | +48.7% | +33.1% | +15.6% | +22.0% |
| YTD | -12.1% | +25.3% | -37.4% | -25.4% |
| 1Y | +14.5% | +18.3% | -3.9% | -0.2% |
| 3Y | -6.1% | +25.0% | -31.2% | -23.5% |
| 5Y | -27.3% | +7.5% | -34.9% | -35.0% |
| All | +852.3% | +20.1% | +832.2% | +596.6% |
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