+39.6%
DUK vs MDB
-24.3%
+63.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -0.1% | -4.5% | +4.4% | -0.2% |
| 30D | +0.2% | -14.0% | +14.2% | 0.0% |
| 3M | -1.9% | +5.3% | -7.2% | -1.7% |
| 6M | -6.5% | +31.9% | -38.4% | -6.0% |
| YTD | +5.4% | -14.6% | +20.0% | +5.6% |
| 1Y | +3.6% | +8.2% | -4.7% | +4.0% |
| 3Y | +48.1% | -5.0% | +53.1% | +49.2% |
| 5Y | +39.6% | -24.5% | +64.1% | +36.4% |
| All | +39.6% | -24.3% | +63.8% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling