+2,545.7%
DUK vs MKC
+3,336.7%
-791.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -0.1% | -4.3% | +4.2% | +1.0% |
| 30D | +0.2% | -3.1% | +3.4% | +1.0% |
| 3M | -1.9% | +6.8% | -8.7% | -3.7% |
| 6M | -6.5% | -18.3% | +11.8% | -2.3% |
| YTD | +5.4% | -23.1% | +28.5% | +11.5% |
| 1Y | +3.6% | -23.7% | +27.2% | +9.5% |
| 3Y | +48.1% | -31.0% | +79.1% | +59.0% |
| 5Y | +39.6% | -33.5% | +73.1% | +50.2% |
| 10Y | +131.8% | +30.3% | +101.6% | +115.2% |
| All | +2,545.7% | +3,336.7% | -791.0% | +1,518.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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