+96.7%
DUK vs MDB
+1,017.4%
-920.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -1.0% |
| 7D | 0.0% | -17.4% | +17.4% | +0.1% |
| 30D | -1.7% | -2.0% | +0.4% | -1.7% |
| 3M | -0.4% | -3.0% | +2.6% | -0.5% |
| 6M | -7.2% | +48.7% | -55.9% | -7.6% |
| YTD | +5.3% | -12.1% | +17.4% | +5.3% |
| 1Y | +3.0% | +14.5% | -11.5% | +2.6% |
| 3Y | +53.1% | -6.1% | +59.2% | +52.4% |
| 5Y | +37.9% | -27.3% | +65.3% | +35.8% |
| All | +96.7% | +1,017.4% | -920.7% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling