+30.6%
MXL vs DBX
+10.1%
+20.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -3.7% |
| 7D | +16.6% | -1.8% | +18.5% | +17.5% |
| 30D | +0.5% | +2.8% | -2.4% | -1.9% |
| 3M | -3.6% | +26.8% | -30.4% | -19.1% |
| 6M | +328.0% | +32.8% | +295.3% | +242.3% |
| YTD | +297.8% | +26.1% | +271.7% | +226.7% |
| 1Y | +339.4% | +14.1% | +325.3% | +282.8% |
| 3Y | +201.7% | +25.7% | +176.0% | +126.6% |
| All | +30.6% | +10.1% | +20.4% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling