+126.0%
DUK vs MAR
+450.9%
-324.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | -2.4% | -5.4% | +3.0% | -1.9% |
| 3M | -3.0% | -15.5% | +12.5% | -1.3% |
| 6M | -6.6% | +3.0% | -9.5% | -7.0% |
| YTD | +4.6% | +8.5% | -4.0% | +3.3% |
| 1Y | +1.2% | +26.0% | -24.7% | -1.8% |
| 3Y | +45.7% | +68.6% | -22.9% | +35.1% |
| 5Y | +40.3% | +157.4% | -117.1% | +21.2% |
| All | +126.0% | +450.9% | -324.9% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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