+167.2%
MMM vs DBX
+24.2%
+142.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +2.6% |
| 7D | +5.8% | -8.6% | +14.3% | +7.0% |
| 30D | +17.9% | -5.2% | +23.1% | +18.7% |
| 3M | +3.6% | -6.4% | +10.0% | +4.2% |
| 6M | +32.9% | +12.7% | +20.2% | +30.0% |
| YTD | +19.5% | +17.2% | +2.3% | +16.2% |
| 1Y | +16.5% | +5.5% | +11.0% | +15.8% |
| 3Y | +167.2% | +24.1% | +143.0% | +167.5% |
| All | +167.2% | +24.2% | +142.9% | +167.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling