+1,319.3%
MU vs DBX
+7.2%
+1,312.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.7% |
| 7D | +7.2% | -1.3% | +8.5% | +7.5% |
| 30D | +14.0% | -2.9% | +16.9% | +14.6% |
| 3M | +5.4% | +23.8% | -18.5% | -4.6% |
| 6M | +170.3% | +26.2% | +144.1% | +139.0% |
| YTD | +250.7% | +21.6% | +229.0% | +213.4% |
| 1Y | +662.1% | +11.4% | +650.7% | +602.2% |
| 3Y | +1,341.2% | +21.3% | +1,319.9% | +1,115.9% |
| 5Y | +1,319.3% | +6.7% | +1,312.7% | +1,020.0% |
| All | +1,319.3% | +7.2% | +1,312.2% | +1,020.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling