+122.0%
MCD vs DBX
+12.3%
+109.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.0% | +7.8% | +2.5% |
| 7D | +5.9% | -8.6% | +14.5% | +7.1% |
| 30D | +19.6% | -5.2% | +24.8% | +20.3% |
| 3M | +3.3% | -6.4% | +9.7% | +3.8% |
| 6M | +3.5% | +12.7% | -9.2% | +1.5% |
| YTD | -6.1% | +17.2% | -23.3% | -8.6% |
| 1Y | -3.7% | +5.5% | -9.2% | -5.0% |
| 3Y | +13.4% | +24.1% | -10.8% | +7.6% |
| 5Y | +25.2% | +14.2% | +11.0% | +18.4% |
| All | +122.0% | +12.3% | +109.6% | +92.0% |
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