+30.5%
MLM vs DBX
+20.7%
+9.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.3% |
| 7D | -5.8% | -8.1% | +2.3% | -4.1% |
| 30D | +9.8% | -4.9% | +14.7% | +10.9% |
| 3M | -5.2% | -2.7% | -2.5% | -5.1% |
| 6M | -10.3% | +25.2% | -35.5% | -15.8% |
| YTD | -15.5% | +19.3% | -34.7% | -20.2% |
| 1Y | -15.0% | +6.6% | -21.6% | -17.2% |
| 3Y | +17.5% | +24.6% | -7.2% | +3.0% |
| 5Y | +30.5% | +23.5% | +7.0% | +12.6% |
| All | +30.5% | +20.7% | +9.8% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling