+101.7%
MCD vs DBX
+20.1%
+81.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | -2.8% | -2.4% | -0.4% | -2.6% |
| 30D | -6.0% | -0.5% | -5.5% | -6.0% |
| 3M | -5.6% | +28.1% | -33.6% | -8.5% |
| 6M | -21.9% | +33.1% | -54.9% | -24.9% |
| YTD | -14.7% | +25.3% | -40.0% | -17.5% |
| 1Y | -17.3% | +18.3% | -35.6% | -19.5% |
| 3Y | -2.2% | +25.0% | -27.2% | -7.0% |
| 5Y | +20.3% | +7.5% | +12.8% | +14.9% |
| All | +101.7% | +20.1% | +81.6% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling