+101.8%
MCD vs DBX
+16.6%
+85.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | -6.1% | -2.9% | -3.3% | -5.9% |
| 3M | -7.3% | +23.8% | -31.1% | -9.8% |
| 6M | -20.9% | +26.2% | -47.1% | -23.5% |
| YTD | -14.7% | +21.6% | -36.3% | -17.1% |
| 1Y | -16.1% | +11.4% | -27.6% | -17.8% |
| 3Y | -1.5% | +21.3% | -22.8% | -6.1% |
| 5Y | +20.4% | +6.7% | +13.8% | +15.1% |
| All | +101.8% | +16.6% | +85.2% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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