+22.3%
DBX vs MKC
+15.3%
+7.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.2% |
| 7D | -2.4% | -5.9% | +3.4% | -1.3% |
| 30D | -0.5% | -0.9% | +0.4% | -0.3% |
| 3M | +28.1% | +12.7% | +15.3% | +25.0% |
| 6M | +33.1% | -19.3% | +52.4% | +38.2% |
| YTD | +25.3% | -22.2% | +47.4% | +30.6% |
| 1Y | +18.3% | -23.3% | +41.7% | +23.5% |
| 3Y | +25.0% | -30.0% | +55.0% | +31.7% |
| 5Y | +7.5% | -33.8% | +41.3% | +13.2% |
| All | +22.3% | +15.3% | +7.0% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling