+444.6%
MTZ vs DBX
+16.6%
+428.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.9% | +6.7% | +4.6% |
| 7D | +3.6% | -1.3% | +4.9% | +3.8% |
| 30D | -9.6% | -2.9% | -6.8% | -9.3% |
| 3M | -31.9% | +23.8% | -55.8% | -36.9% |
| 6M | -13.8% | +26.2% | -40.0% | -21.7% |
| YTD | +13.3% | +21.6% | -8.4% | +3.9% |
| 1Y | +39.3% | +11.4% | +27.8% | +30.6% |
| 3Y | +168.3% | +21.3% | +147.1% | +139.0% |
| 5Y | +166.4% | +6.7% | +159.7% | +138.8% |
| All | +444.6% | +16.6% | +428.1% | +319.7% |
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 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