+424.8%
MTZ vs DBX
+20.1%
+404.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | +2.8% |
| 7D | -1.6% | -2.4% | +0.9% | -1.0% |
| 30D | -11.1% | -0.5% | -10.6% | -11.2% |
| 3M | -36.7% | +28.1% | -64.8% | -41.8% |
| 6M | -21.9% | +33.1% | -55.0% | -30.1% |
| YTD | +9.1% | +25.3% | -16.2% | -0.7% |
| 1Y | +30.0% | +18.3% | +11.6% | +19.7% |
| 3Y | +138.5% | +25.0% | +113.4% | +110.8% |
| 5Y | +158.3% | +7.5% | +150.8% | +131.4% |
| All | +424.8% | +20.1% | +404.7% | +301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling