+1,304.7%
DUK vs MDY
+2,615.3%
-1,310.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | +0.2% | -3.9% | +4.1% | +1.8% |
| 3M | -1.9% | 0.0% | -1.8% | -2.0% |
| 6M | -6.5% | +8.5% | -15.1% | -9.9% |
| YTD | +5.4% | +13.2% | -7.8% | -0.2% |
| 1Y | +3.6% | +15.0% | -11.5% | -2.9% |
| 3Y | +48.1% | +49.6% | -1.5% | +22.3% |
| 5Y | +39.6% | +46.0% | -6.4% | +14.5% |
| 10Y | +131.8% | +176.4% | -44.5% | +40.5% |
| All | +1,304.7% | +2,615.3% | -1,310.5% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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