+20.4%
MCD vs DBX
+7.2%
+13.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.3% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | -6.1% | -2.9% | -3.3% | -6.0% |
| 3M | -7.3% | +23.8% | -31.1% | -9.1% |
| 6M | -20.9% | +26.2% | -47.1% | -22.8% |
| YTD | -14.7% | +21.6% | -36.3% | -16.4% |
| 1Y | -16.1% | +11.4% | -27.6% | -17.2% |
| 3Y | -1.5% | +21.3% | -22.8% | -5.2% |
| 5Y | +20.4% | +6.7% | +13.8% | +14.1% |
| All | +20.4% | +7.2% | +13.3% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling