+272.3%
MTZ vs DBX
+26.6%
+245.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | +5.0% | -3.3% | +8.2% | +5.1% |
| 30D | -6.0% | -5.9% | -0.1% | -5.9% |
| 3M | -36.1% | -6.7% | -29.4% | -36.1% |
| 6M | -56.9% | +28.0% | -84.8% | -59.2% |
| YTD | -15.9% | +20.6% | -36.5% | -19.6% |
| 1Y | -3.8% | +10.3% | -14.1% | -5.5% |
| 3Y | +272.3% | +24.0% | +248.2% | +226.7% |
| All | +272.3% | +26.6% | +245.7% | +226.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling