+165.5%
MLM vs DBX
+15.6%
+149.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.9% | -3.3% | +2.4% | -0.3% |
| 30D | +9.0% | -5.9% | +14.9% | +10.2% |
| 3M | -5.6% | -6.7% | +1.1% | -4.6% |
| 6M | -10.7% | +28.0% | -38.7% | -15.8% |
| YTD | -17.2% | +20.6% | -37.8% | -21.5% |
| 1Y | -14.2% | +10.3% | -24.5% | -17.2% |
| 3Y | +15.6% | +24.0% | -8.4% | +5.9% |
| 5Y | +26.2% | +24.2% | +2.0% | +13.3% |
| All | +165.5% | +15.6% | +149.9% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling