+27.0%
MMM vs DBX
+7.2%
+19.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -8.0% | -2.9% | -5.1% | -7.6% |
| 3M | +9.4% | +23.8% | -14.5% | +4.7% |
| 6M | +10.2% | +26.2% | -16.0% | +4.5% |
| YTD | +6.1% | +21.6% | -15.5% | +1.3% |
| 1Y | +10.8% | +11.4% | -0.6% | +7.6% |
| 3Y | +104.8% | +21.3% | +83.5% | +90.4% |
| 5Y | +27.0% | +6.7% | +20.4% | +13.2% |
| All | +27.0% | +7.2% | +19.8% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling