+1,205.5%
MU vs DBX
+19.5%
+1,186.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.2% | +6.2% |
| 7D | -22.0% | -4.4% | -17.6% | -20.9% |
| 30D | -36.6% | +4.8% | -41.3% | -37.8% |
| 3M | -21.7% | +0.3% | -22.1% | -22.8% |
| 6M | +3.5% | +40.4% | -36.8% | -12.9% |
| YTD | +141.9% | +24.7% | +117.3% | +111.5% |
| 1Y | +189.8% | +20.9% | +169.0% | +154.7% |
| 3Y | +855.4% | +34.5% | +820.9% | +677.8% |
| 5Y | +869.2% | +24.6% | +844.5% | +698.7% |
| All | +1,205.5% | +19.5% | +1,186.0% | +812.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling