+17.4%
MUB vs DBX
+20.9%
-3.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.8% |
| 7D | -1.2% | -1.8% | +0.6% | -1.2% |
| 30D | -2.8% | +2.8% | -5.6% | -2.8% |
| 3M | -3.1% | +26.8% | -29.8% | -3.4% |
| 6M | -2.9% | +32.8% | -35.6% | -3.3% |
| YTD | -2.0% | +26.1% | -28.1% | -2.4% |
| 1Y | 0.0% | +14.1% | -14.2% | -0.3% |
| 3Y | +7.4% | +25.7% | -18.3% | +6.9% |
| 5Y | +0.8% | +11.2% | -10.4% | +0.2% |
| All | +17.4% | +20.9% | -3.5% | +15.3% |
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