+1,823.1%
MU vs DBX
+20.1%
+1,803.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.4% | +8.5% | +7.0% |
| 7D | +9.0% | -2.4% | +11.4% | +9.8% |
| 30D | +13.8% | -0.5% | +14.3% | +13.6% |
| 3M | +2.1% | +28.1% | -26.0% | -9.3% |
| 6M | +153.8% | +33.1% | +120.7% | +119.2% |
| YTD | +256.4% | +25.3% | +231.1% | +213.8% |
| 1Y | +719.8% | +18.3% | +701.4% | +631.9% |
| 3Y | +1,360.4% | +25.0% | +1,335.3% | +1,137.2% |
| 5Y | +1,312.4% | +7.5% | +1,304.9% | +1,135.4% |
| All | +1,823.1% | +20.1% | +1,803.0% | +1,253.7% |
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