+318.3%
MTZ vs DBX
+12.3%
+305.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -6.0% | +14.6% | +10.1% |
| 7D | -2.4% | -8.6% | +6.1% | -0.7% |
| 30D | -11.1% | -5.2% | -5.9% | -10.5% |
| 3M | -30.6% | -6.4% | -24.2% | -30.4% |
| 6M | -54.4% | +12.7% | -67.1% | -57.3% |
| YTD | -13.0% | +17.2% | -30.2% | -20.3% |
| 1Y | -5.7% | +5.5% | -11.2% | -10.9% |
| 3Y | +297.2% | +24.1% | +273.0% | +246.6% |
| 5Y | +95.9% | +14.2% | +81.7% | +70.8% |
| All | +318.3% | +12.3% | +305.9% | +222.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling