MPU 6000 - Euler Angles Drift Problem

Hi
I am using MPU6000 EVB and embbedded libries for PIC32 with the DMP enabled to record changes in euler angles. When I am moving the EVB and come back to the starting position, drift occurs and the angle is not compensated. Either for X, Y or Z. Also when the sensor is fixed to the table and I shake the table slightly the angle changes and drift occurs too.
Do you know what could be the reason? I am using all the default settings provided with the software. so scale range for gyro 2000 and for accel 2g.
Thanks