+534.5%
MPC vs DBX
+23.7%
+510.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.6% |
| 7D | -16.2% | -4.4% | -11.8% | -15.4% |
| 30D | -15.7% | +4.8% | -20.5% | -16.6% |
| 3M | +24.9% | +0.3% | +24.6% | +24.4% |
| 6M | +52.7% | +40.4% | +12.3% | +39.6% |
| YTD | +131.9% | +24.7% | +107.2% | +117.6% |
| 1Y | +96.6% | +20.9% | +75.7% | +85.5% |
| 3Y | +163.8% | +34.5% | +129.3% | +135.2% |
| All | +534.5% | +23.7% | +510.8% | +500.7% |
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