+123.2%
MPC vs DBX
+13.3%
+109.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.2% | +2.5% |
| 7D | +3.9% | -1.3% | +5.2% | +3.9% |
| 30D | +33.8% | -2.9% | +36.6% | +33.9% |
| 3M | +49.9% | +23.8% | +26.0% | +46.7% |
| 6M | +80.9% | +26.2% | +54.7% | +76.2% |
| YTD | +147.4% | +21.6% | +125.8% | +141.0% |
| 1Y | +123.2% | +11.4% | +111.8% | +121.0% |
| All | +123.2% | +13.3% | +109.9% | +121.0% |
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