+385.8%
MOD vs DBX
+12.3%
+373.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.0% | +15.9% | +11.4% |
| 7D | -13.9% | -8.6% | -5.4% | -12.3% |
| 30D | -41.5% | -5.2% | -36.4% | -41.1% |
| 3M | -45.7% | -6.4% | -39.3% | -45.5% |
| 6M | -61.1% | +12.7% | -73.9% | -63.8% |
| YTD | -20.5% | +17.2% | -37.7% | -28.0% |
| 1Y | -32.1% | +5.5% | -37.7% | -36.5% |
| 3Y | +146.5% | +24.1% | +122.3% | +112.7% |
| 5Y | +812.7% | +14.2% | +798.5% | +690.3% |
| All | +385.8% | +12.3% | +373.5% | +266.7% |
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