+575.1%
MPC vs DBX
+19.5%
+555.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.5% |
| 7D | -16.2% | -4.4% | -11.8% | -15.3% |
| 30D | -15.7% | +4.8% | -20.5% | -16.8% |
| 3M | +24.9% | +0.3% | +24.6% | +24.3% |
| 6M | +52.7% | +40.4% | +12.3% | +38.1% |
| YTD | +131.9% | +24.7% | +107.2% | +115.6% |
| 1Y | +96.6% | +20.9% | +75.7% | +83.8% |
| 3Y | +163.8% | +34.5% | +129.3% | +133.6% |
| 5Y | +533.1% | +24.6% | +508.5% | +459.6% |
| All | +575.1% | +19.5% | +555.6% | +427.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling