+18.5%
MLM vs DBX
+26.1%
-7.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.4% |
| 7D | -2.9% | -2.4% | -0.5% | -2.7% |
| 30D | -6.8% | -0.5% | -6.3% | -6.8% |
| 3M | -11.2% | +28.1% | -39.3% | -13.3% |
| 6M | -21.8% | +33.1% | -54.9% | -24.1% |
| YTD | -17.0% | +25.3% | -42.3% | -18.7% |
| 1Y | -16.4% | +18.3% | -34.7% | -17.6% |
| All | +18.5% | +26.1% | -7.6% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling