+222.9%
MCO vs DBX
+19.3%
+203.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.1% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -0.5% | 0.0% | -0.5% | -0.6% |
| 3M | +5.7% | +26.1% | -20.4% | -1.8% |
| 6M | +3.0% | +29.4% | -26.3% | -5.8% |
| YTD | -6.5% | +24.4% | -30.9% | -13.5% |
| 1Y | -5.8% | +10.9% | -16.6% | -10.0% |
| 3Y | +43.1% | +24.1% | +19.0% | +28.2% |
| 5Y | +29.5% | +7.8% | +21.7% | +17.5% |
| All | +222.9% | +19.3% | +203.6% | +148.8% |
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