+117.2%
MPC vs DBX
+22.5%
+94.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.3% | -11.4% | -8.3% |
| 7D | -10.9% | -1.1% | -9.8% | -10.8% |
| 30D | -9.4% | +5.0% | -14.4% | -9.7% |
| 3M | +26.0% | +4.6% | +21.3% | +25.6% |
| 6M | +56.5% | +43.9% | +12.6% | +52.6% |
| YTD | +144.3% | +29.9% | +114.4% | +136.3% |
| 1Y | +117.2% | +24.6% | +92.6% | +110.7% |
| All | +117.2% | +22.5% | +94.7% | +110.7% |
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