+24.9%
MMM vs DBX
+20.1%
+4.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.6% |
| 7D | -3.3% | -2.4% | -0.9% | -2.9% |
| 30D | -7.0% | -0.5% | -6.5% | -7.0% |
| 3M | +10.8% | +28.1% | -17.2% | +5.7% |
| 6M | +5.8% | +33.1% | -27.3% | -0.5% |
| YTD | +6.8% | +25.3% | -18.5% | +1.5% |
| 1Y | +10.4% | +18.3% | -8.0% | +5.8% |
| 3Y | +104.7% | +25.0% | +79.7% | +91.0% |
| 5Y | +23.6% | +7.5% | +16.0% | +16.0% |
| All | +24.9% | +20.1% | +4.8% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling