+24.9%
DBX vs MKC
+13.6%
+11.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.4% |
| 7D | +2.1% | -1.5% | +3.6% | +2.4% |
| 30D | +5.7% | -3.1% | +8.9% | +6.4% |
| 3M | +31.8% | +5.2% | +26.6% | +30.4% |
| 6M | +37.5% | -12.8% | +50.3% | +40.6% |
| YTD | +27.9% | -23.3% | +51.2% | +33.7% |
| 1Y | +15.0% | -24.1% | +39.2% | +20.3% |
| 3Y | +27.2% | -32.1% | +59.3% | +35.0% |
| 5Y | +12.8% | -32.8% | +45.6% | +17.9% |
| All | +24.9% | +13.6% | +11.3% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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