-6.0%
MTZ vs DBX
+4.4%
-10.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -6.0% | +14.6% | +5.7% |
| 7D | -2.4% | -8.6% | +6.1% | -5.7% |
| 30D | -11.1% | -5.2% | -5.9% | -12.7% |
| 3M | -30.6% | -6.4% | -24.2% | -31.9% |
| 6M | -54.4% | +12.7% | -67.1% | -50.8% |
| YTD | -13.0% | +17.2% | -30.2% | -7.7% |
| All | -6.0% | +4.4% | -10.4% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling