+265.1%
MU vs DBX
+22.5%
+242.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.3% | -10.3% | -5.6% |
| 7D | -19.1% | -1.1% | -18.0% | -19.4% |
| 30D | -25.2% | +5.0% | -30.3% | -23.3% |
| 3M | -10.9% | +4.6% | -15.5% | -8.3% |
| 6M | +38.0% | +43.9% | -5.9% | +55.8% |
| YTD | +178.8% | +29.9% | +149.0% | +203.1% |
| 1Y | +265.1% | +24.6% | +240.5% | +293.7% |
| All | +265.1% | +22.5% | +242.6% | +293.7% |
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