+110.7%
MCK vs DBX
+27.0%
+83.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | -2.9% | +2.1% | -5.0% | -2.9% |
| 30D | +0.4% | +5.7% | -5.3% | +0.4% |
| 3M | +12.1% | +31.8% | -19.7% | +12.0% |
| 6M | -5.4% | +37.5% | -42.9% | -5.4% |
| YTD | +7.8% | +27.9% | -20.1% | +8.0% |
| 1Y | +22.9% | +15.0% | +7.9% | +23.4% |
| 3Y | +110.7% | +27.2% | +83.5% | +111.7% |
| All | +110.7% | +27.0% | +83.7% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling