+1,372.6%
MU vs DBX
+15.6%
+1,356.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +12.8% | -3.3% | +16.1% | +13.9% |
| 30D | -14.9% | -5.9% | -9.0% | -13.4% |
| 3M | -18.0% | -6.7% | -11.4% | -17.2% |
| 6M | -3.1% | +28.0% | -31.1% | -15.5% |
| YTD | +172.9% | +20.6% | +152.3% | +140.8% |
| 1Y | +228.8% | +10.3% | +218.5% | +199.9% |
| 3Y | +950.8% | +24.0% | +926.8% | +781.8% |
| 5Y | +931.3% | +24.2% | +907.0% | +748.5% |
| All | +1,372.6% | +15.6% | +1,356.9% | +938.8% |
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