-40.7%
MP vs DBX
+8.4%
-49.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +1.1% |
| 7D | +2.3% | -8.1% | +10.4% | +1.0% |
| 30D | -15.3% | -4.9% | -10.4% | -15.9% |
| 3M | -33.5% | -2.7% | -30.8% | -33.8% |
| 6M | -45.5% | +25.2% | -70.7% | -43.8% |
| YTD | -27.3% | +19.3% | -46.6% | -22.6% |
| 1Y | -40.7% | +6.6% | -47.3% | -32.9% |
| All | -40.7% | +8.4% | -49.1% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling