+297.0%
MXL vs DBX
+22.5%
+274.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.3% | -14.4% | -10.2% |
| 7D | -24.3% | -1.1% | -23.2% | -24.4% |
| 30D | -46.1% | +5.0% | -51.1% | -45.2% |
| 3M | -21.8% | +4.6% | -26.4% | -20.5% |
| 6M | -27.2% | +43.9% | -71.2% | -30.3% |
| YTD | +226.2% | +29.9% | +196.3% | +203.5% |
| 1Y | +297.0% | +24.6% | +272.4% | +271.6% |
| All | +297.0% | +22.5% | +274.5% | +271.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling