+67.6%
DUK vs MDB
-11.2%
+78.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.2% |
| 7D | +1.9% | +6.8% | -4.9% | +2.3% |
| 30D | +8.9% | -6.2% | +15.1% | +8.7% |
| 3M | +5.6% | -29.2% | +34.8% | +4.4% |
| 6M | +7.0% | +10.3% | -3.3% | +8.1% |
| YTD | +14.0% | -20.4% | +34.4% | +14.3% |
| 1Y | +9.1% | -4.8% | +13.9% | +10.2% |
| 3Y | +67.6% | -11.6% | +79.2% | +69.2% |
| All | +67.6% | -11.2% | +78.8% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling