+101.9%
MPC vs DBX
+4.4%
+97.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.6% | +4.9% |
| 7D | -9.4% | -8.6% | -0.8% | -9.0% |
| 30D | -14.3% | -5.2% | -9.1% | -14.1% |
| 3M | +31.1% | -6.4% | +37.5% | +31.5% |
| 6M | +60.3% | +12.7% | +47.5% | +57.9% |
| YTD | +142.5% | +17.2% | +125.3% | +134.1% |
| All | +101.9% | +4.4% | +97.4% | +99.4% |
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