+620.5%
MPC vs DBX
+16.6%
+603.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.2% | +3.0% |
| 7D | +3.9% | -1.3% | +5.2% | +4.1% |
| 30D | +33.8% | -2.9% | +36.6% | +34.4% |
| 3M | +49.9% | +23.8% | +26.0% | +41.1% |
| 6M | +80.9% | +26.2% | +54.7% | +68.3% |
| YTD | +147.4% | +21.6% | +125.8% | +132.0% |
| 1Y | +123.2% | +11.4% | +111.8% | +113.3% |
| 3Y | +171.7% | +21.3% | +150.5% | +147.8% |
| 5Y | +678.6% | +6.7% | +671.9% | +616.4% |
| All | +620.5% | +16.6% | +603.9% | +467.8% |
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