+223.9%
MXL vs DBX
+22.6%
+201.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.1% | +6.9% |
| 7D | +18.9% | +2.1% | +16.8% | +17.8% |
| 30D | +0.3% | +5.7% | -5.4% | -2.6% |
| 3M | -8.0% | +31.8% | -39.8% | -20.9% |
| 6M | +341.2% | +37.5% | +303.8% | +267.4% |
| YTD | +327.8% | +27.9% | +299.9% | +266.4% |
| 1Y | +364.9% | +15.0% | +349.9% | +316.8% |
| 3Y | +229.2% | +27.2% | +202.0% | +172.1% |
| 5Y | +42.8% | +12.8% | +30.0% | +21.0% |
| All | +223.9% | +22.6% | +201.3% | +132.6% |
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 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