+191.0%
MOD vs DBX
+26.6%
+164.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.1% | +27.8% | +27.9% |
| 7D | +40.4% | -3.3% | +43.7% | +40.5% |
| 30D | -14.0% | -5.9% | -8.1% | -13.9% |
| 3M | -33.3% | -6.7% | -26.7% | -33.3% |
| 6M | -51.4% | +28.0% | -79.4% | -54.0% |
| YTD | +1.6% | +20.6% | -19.0% | -2.7% |
| 1Y | +5.4% | +10.3% | -4.9% | +4.4% |
| 3Y | +191.0% | +24.0% | +166.9% | +141.8% |
| All | +191.0% | +26.6% | +164.4% | +141.8% |
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