+642.2%
MPC vs DBX
+7.0%
+635.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.8% |
| 7D | +5.4% | -2.4% | +7.9% | +5.9% |
| 30D | +31.0% | -0.5% | +31.5% | +30.9% |
| 3M | +46.0% | +28.1% | +18.0% | +37.8% |
| 6M | +77.3% | +33.1% | +44.2% | +64.8% |
| YTD | +141.9% | +25.3% | +116.6% | +127.8% |
| 1Y | +120.9% | +18.3% | +102.6% | +110.1% |
| 3Y | +182.7% | +25.0% | +157.7% | +158.9% |
| All | +642.2% | +7.0% | +635.3% | +564.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling