+601.0%
MPC vs DBX
+24.0%
+577.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +11.2% | -3.3% | +14.5% | +11.9% |
| 30D | -14.5% | -5.9% | -8.6% | -13.6% |
| 3M | +16.7% | -6.7% | +23.4% | +17.9% |
| 6M | +67.6% | +28.0% | +39.6% | +57.2% |
| YTD | +157.9% | +20.6% | +137.3% | +143.6% |
| 1Y | +116.7% | +10.3% | +106.4% | +109.0% |
| 3Y | +199.8% | +24.0% | +175.7% | +172.7% |
| All | +601.0% | +24.0% | +577.0% | +539.4% |
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 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