+629.6%
MPC vs DBX
+14.3%
+615.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.8% |
| 7D | +2.6% | -8.1% | +10.7% | +4.6% |
| 30D | -12.2% | -4.9% | -7.3% | -11.3% |
| 3M | +20.1% | -2.7% | +22.8% | +20.3% |
| 6M | +60.6% | +25.2% | +35.4% | +50.2% |
| YTD | +150.6% | +19.3% | +131.3% | +135.3% |
| 1Y | +104.7% | +6.6% | +98.0% | +97.6% |
| 3Y | +194.5% | +24.6% | +169.9% | +165.7% |
| 5Y | +582.3% | +23.5% | +558.8% | +503.1% |
| All | +629.6% | +14.3% | +615.3% | +475.9% |
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