+855.4%
MU vs DBX
+33.4%
+822.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.2% | +5.4% |
| 7D | -22.0% | -4.4% | -17.6% | -21.7% |
| 30D | -36.6% | +4.8% | -41.3% | -36.9% |
| 3M | -21.7% | +0.3% | -22.1% | -22.1% |
| 6M | +3.5% | +40.4% | -36.8% | -5.9% |
| YTD | +141.9% | +24.7% | +117.3% | +127.4% |
| 1Y | +189.8% | +20.9% | +169.0% | +173.6% |
| 3Y | +855.4% | +34.5% | +820.9% | +721.1% |
| All | +855.4% | +33.4% | +822.0% | +721.1% |
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