+445.3%
MP vs DBX
+48.5%
+396.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.4% |
| 7D | -2.9% | -2.4% | -0.4% | -1.9% |
| 30D | +13.8% | -0.5% | +14.3% | +13.7% |
| 3M | -16.7% | +28.1% | -44.7% | -26.3% |
| 6M | -11.5% | +33.1% | -44.6% | -24.6% |
| YTD | +7.9% | +25.3% | -17.4% | -5.7% |
| 1Y | -15.0% | +18.3% | -33.4% | -24.2% |
| 3Y | +153.5% | +25.0% | +128.5% | +103.9% |
| 5Y | +58.7% | +7.5% | +51.1% | +29.1% |
| All | +445.3% | +48.5% | +396.8% | +318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling