-15.1%
MP vs DBX
+23.7%
-38.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +6.2% |
| 7D | -10.5% | -4.4% | -6.1% | -9.0% |
| 30D | -23.5% | +4.8% | -28.3% | -25.3% |
| 3M | -25.4% | +0.3% | -25.8% | -26.5% |
| 6M | -51.3% | +40.4% | -91.6% | -60.1% |
| YTD | -29.9% | +24.7% | -54.6% | -39.5% |
| 1Y | -31.8% | +20.9% | -52.7% | -40.2% |
| 3Y | +127.0% | +34.5% | +92.5% | +62.0% |
| All | -15.1% | +23.7% | -38.8% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling