+223.1%
MCO vs DBX
+22.6%
+200.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.2% |
| 7D | -3.8% | +2.1% | -5.9% | -4.4% |
| 30D | -0.4% | +5.7% | -6.1% | -2.2% |
| 3M | +7.7% | +31.8% | -24.1% | -1.3% |
| 6M | +7.0% | +37.5% | -30.5% | -4.0% |
| YTD | -6.4% | +27.9% | -34.3% | -14.2% |
| 1Y | -7.6% | +15.0% | -22.7% | -12.8% |
| 3Y | +43.2% | +27.2% | +16.0% | +27.3% |
| 5Y | +29.6% | +12.8% | +16.8% | +16.1% |
| All | +223.1% | +22.6% | +200.5% | +146.9% |
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