-2.4%
MGY vs DBX
+31.1%
-33.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.2% |
| 7D | +1.8% | -1.8% | +3.6% | +1.6% |
| 30D | +6.5% | +2.8% | +3.7% | +6.8% |
| 3M | +0.3% | +26.8% | -26.4% | +2.0% |
| 6M | -2.4% | +32.8% | -35.1% | +0.8% |
| All | -2.4% | +31.1% | -33.5% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling