+166.1%
MLM vs DBX
+20.1%
+146.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.6% |
| 7D | -2.9% | -2.4% | -0.5% | -2.5% |
| 30D | -6.8% | -0.5% | -6.3% | -6.8% |
| 3M | -11.2% | +28.1% | -39.3% | -15.9% |
| 6M | -21.8% | +33.1% | -54.9% | -27.1% |
| YTD | -17.0% | +25.3% | -42.3% | -21.6% |
| 1Y | -16.4% | +18.3% | -34.7% | -20.4% |
| 3Y | +14.5% | +25.0% | -10.5% | +5.1% |
| 5Y | +41.7% | +7.5% | +34.2% | +30.6% |
| All | +166.1% | +20.1% | +146.0% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling