-21.8%
MLM vs DBX
+34.7%
-56.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +0.9% |
| 7D | -2.9% | -2.4% | -0.5% | -3.1% |
| 30D | -6.8% | -0.5% | -6.3% | -6.9% |
| 3M | -11.2% | +28.1% | -39.3% | -7.3% |
| 6M | -21.8% | +33.1% | -54.9% | -16.3% |
| All | -21.8% | +34.7% | -56.6% | -16.3% |
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