+7.8%
DBX vs MKC
-34.7%
+42.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | +0.3% | -4.3% | +4.6% | +0.7% |
| 30D | 0.0% | -3.1% | +3.1% | +0.3% |
| 3M | +26.1% | +6.8% | +19.3% | +25.3% |
| 6M | +29.4% | -18.3% | +47.7% | +31.0% |
| YTD | +24.4% | -23.1% | +47.5% | +26.4% |
| 1Y | +10.9% | -23.7% | +34.5% | +12.6% |
| 3Y | +24.1% | -31.0% | +55.1% | +27.5% |
| 5Y | +7.8% | -33.5% | +41.3% | +13.7% |
| All | +7.8% | -34.7% | +42.4% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling