+58.1%
MP vs DBX
+7.0%
+51.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.5% |
| 7D | -2.9% | -2.4% | -0.4% | -1.9% |
| 30D | +13.8% | -0.5% | +14.3% | +13.6% |
| 3M | -16.7% | +28.1% | -44.7% | -26.9% |
| 6M | -11.5% | +33.1% | -44.6% | -25.5% |
| YTD | +7.9% | +25.3% | -17.4% | -6.5% |
| 1Y | -15.0% | +18.3% | -33.4% | -24.7% |
| 3Y | +153.5% | +25.0% | +128.5% | +95.4% |
| All | +58.1% | +7.0% | +51.2% | +31.2% |
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 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