+104.7%
MPC vs DBX
+8.4%
+96.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +3.3% |
| 7D | +2.6% | -8.1% | +10.7% | +3.0% |
| 30D | -12.2% | -4.9% | -7.3% | -12.0% |
| 3M | +20.1% | -2.7% | +22.8% | +20.2% |
| 6M | +60.6% | +25.2% | +35.4% | +57.9% |
| YTD | +150.6% | +19.3% | +131.3% | +140.8% |
| 1Y | +104.7% | +6.6% | +98.0% | +98.7% |
| All | +104.7% | +8.4% | +96.2% | +98.7% |
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 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