+39.9%
MMM vs DBX
+14.3%
+25.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.7% |
| 7D | -2.6% | -8.1% | +5.5% | -1.2% |
| 30D | +17.4% | -4.9% | +22.3% | +18.4% |
| 3M | +3.6% | -2.7% | +6.3% | +3.7% |
| 6M | +33.0% | +25.2% | +7.9% | +26.8% |
| YTD | +19.6% | +19.3% | +0.4% | +14.4% |
| 1Y | +14.0% | +6.6% | +7.4% | +11.4% |
| 3Y | +164.3% | +24.6% | +139.7% | +146.1% |
| 5Y | +49.3% | +23.5% | +25.8% | +37.0% |
| All | +39.9% | +14.3% | +25.6% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling