+23.0%
MMM vs DBX
+22.5%
+0.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.3% | +6.3% | +9.5% |
| 7D | +12.2% | -1.1% | +13.4% | +12.1% |
| 30D | +18.8% | +5.0% | +13.8% | +18.9% |
| 3M | +7.4% | +4.6% | +2.7% | +7.4% |
| 6M | +38.3% | +43.9% | -5.6% | +39.4% |
| YTD | +22.9% | +29.9% | -7.0% | +25.7% |
| 1Y | +23.0% | +24.6% | -1.6% | +26.5% |
| All | +23.0% | +22.5% | +0.5% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling