+1.8%
DUK vs MDB
+11.9%
-10.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -0.6% |
| 7D | -1.7% | -2.8% | +1.1% | -1.8% |
| 30D | -2.2% | -14.9% | +12.6% | -3.0% |
| 3M | -3.7% | +7.3% | -11.0% | -2.9% |
| 6M | -6.3% | +38.2% | -44.5% | -3.5% |
| YTD | +4.5% | -10.9% | +15.4% | +4.7% |
| 1Y | +1.8% | +11.6% | -9.8% | +4.2% |
| All | +1.8% | +11.9% | -10.1% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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