+39.3%
MTZ vs DBX
+13.3%
+25.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.9% | +6.7% | +2.8% |
| 7D | +3.6% | -1.3% | +4.9% | +3.2% |
| 30D | -9.6% | -2.9% | -6.8% | -10.3% |
| 3M | -31.9% | +23.8% | -55.8% | -27.1% |
| 6M | -13.8% | +26.2% | -40.0% | -6.6% |
| YTD | +13.3% | +21.6% | -8.4% | +22.1% |
| 1Y | +39.3% | +11.4% | +27.8% | +49.2% |
| All | +39.3% | +13.3% | +25.9% | +49.2% |
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 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