-7.6%
MCO vs DBX
+15.5%
-23.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.2% |
| 7D | -3.8% | +2.1% | -5.9% | -4.3% |
| 30D | -0.4% | +5.7% | -6.1% | -1.9% |
| 3M | +7.7% | +31.8% | -24.1% | -0.1% |
| 6M | +7.0% | +37.5% | -30.5% | -2.4% |
| YTD | -6.4% | +27.9% | -34.3% | -12.8% |
| 1Y | -7.6% | +15.0% | -22.7% | -11.5% |
| All | -7.6% | +15.5% | -23.2% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling