+309.5%
MTZ vs DBX
+15.6%
+294.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.4% |
| 7D | +16.5% | -6.3% | +22.8% | +18.1% |
| 30D | -10.2% | -5.9% | -4.3% | -9.4% |
| 3M | -34.2% | -0.4% | -33.8% | -35.0% |
| 6M | -56.0% | +29.8% | -85.8% | -60.4% |
| YTD | -14.8% | +20.5% | -35.4% | -22.5% |
| 1Y | -7.2% | +8.7% | -15.9% | -12.9% |
| 3Y | +275.8% | +25.9% | +249.8% | +227.1% |
| 5Y | +93.5% | +24.2% | +69.3% | +64.8% |
| All | +309.5% | +15.6% | +294.0% | +213.2% |
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