+150.5%
MP vs DBX
+26.5%
+124.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | +11.0% | -6.3% | +17.3% | +11.6% |
| 30D | -11.7% | -5.9% | -5.9% | -11.4% |
| 3M | -30.8% | -0.4% | -30.4% | -31.1% |
| 6M | -42.9% | +29.8% | -72.7% | -45.6% |
| YTD | -25.9% | +20.5% | -46.4% | -28.5% |
| 1Y | -37.3% | +8.7% | -45.9% | -37.8% |
| All | +150.5% | +26.5% | +124.0% | +113.2% |
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