-31.8%
MP vs DBX
+19.2%
-51.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +4.7% |
| 7D | -10.5% | -4.4% | -6.1% | -10.8% |
| 30D | -23.5% | +4.8% | -28.3% | -23.3% |
| 3M | -25.4% | +0.3% | -25.8% | -25.5% |
| 6M | -51.3% | +40.4% | -91.6% | -51.1% |
| YTD | -29.9% | +24.7% | -54.6% | -25.1% |
| 1Y | -31.8% | +20.9% | -52.7% | -25.9% |
| All | -31.8% | +19.2% | -51.0% | -25.9% |
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