+167.9%
MLM vs DBX
+19.5%
+148.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.2% |
| 7D | -4.1% | -4.4% | +0.3% | -3.3% |
| 30D | +8.2% | +4.8% | +3.4% | +7.1% |
| 3M | -3.6% | +0.3% | -3.9% | -4.0% |
| 6M | -15.6% | +40.4% | -55.9% | -22.2% |
| YTD | -16.4% | +24.7% | -41.1% | -21.2% |
| 1Y | -14.3% | +20.9% | -35.2% | -18.9% |
| 3Y | +19.3% | +34.5% | -15.2% | +7.4% |
| 5Y | +29.6% | +24.6% | +5.0% | +16.3% |
| All | +167.9% | +19.5% | +148.3% | +116.0% |
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 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