+20.7%
MMM vs DBX
+20.9%
-0.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.2% |
| 7D | -3.2% | -1.8% | -1.4% | -3.0% |
| 30D | -10.7% | +2.8% | -13.5% | -11.2% |
| 3M | +4.3% | +26.8% | -22.5% | -0.4% |
| 6M | +5.9% | +32.8% | -26.9% | -0.3% |
| YTD | +3.2% | +26.1% | -22.9% | -2.0% |
| 1Y | +8.0% | +14.1% | -6.1% | +4.3% |
| 3Y | +99.1% | +25.7% | +73.4% | +85.6% |
| 5Y | +25.7% | +11.2% | +14.6% | +17.3% |
| All | +20.7% | +20.9% | -0.2% | +0.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling