+1,844.2%
MU vs DBX
+19.3%
+1,825.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.4% | +1.9% |
| 7D | +7.5% | +0.3% | +7.2% | +7.3% |
| 30D | +19.4% | 0.0% | +19.4% | +18.9% |
| 3M | +9.8% | +26.1% | -16.3% | -1.7% |
| 6M | +164.1% | +29.4% | +134.8% | +130.9% |
| YTD | +260.3% | +24.4% | +235.9% | +218.1% |
| 1Y | +661.2% | +10.9% | +650.3% | +598.6% |
| 3Y | +1,380.8% | +24.1% | +1,356.8% | +1,158.2% |
| 5Y | +1,346.4% | +7.8% | +1,338.6% | +1,164.1% |
| All | +1,844.2% | +19.3% | +1,825.0% | +1,271.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling