+24.0%
DBX vs MKC
-21.4%
+45.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -3.3% | -3.0% | -0.3% | -3.0% |
| 30D | -5.9% | +4.8% | -10.7% | -6.1% |
| 3M | -6.7% | -12.8% | +6.2% | -5.8% |
| 6M | +28.0% | +5.0% | +23.0% | +28.2% |
| YTD | +20.6% | -29.1% | +49.7% | +20.8% |
| 1Y | +10.3% | -26.4% | +36.7% | +10.4% |
| 3Y | +24.0% | -21.6% | +45.7% | +26.9% |
| All | +24.0% | -21.4% | +45.5% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling