+606.2%
MPC vs DBX
+12.3%
+593.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.6% | +6.1% |
| 7D | -9.4% | -8.6% | -0.8% | -7.6% |
| 30D | -14.3% | -5.2% | -9.1% | -13.4% |
| 3M | +31.1% | -6.4% | +37.5% | +32.5% |
| 6M | +60.3% | +12.7% | +47.5% | +53.6% |
| YTD | +142.5% | +17.2% | +125.3% | +128.7% |
| 1Y | +104.6% | +5.5% | +99.0% | +98.0% |
| 3Y | +191.7% | +24.1% | +167.6% | +163.3% |
| 5Y | +549.2% | +14.2% | +535.0% | +485.9% |
| All | +606.2% | +12.3% | +593.8% | +459.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling