+126.0%
DUK vs MKSI
+524.1%
-398.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -0.1% |
| 7D | -0.7% | +2.7% | -3.4% | -0.8% |
| 30D | -2.4% | -12.8% | +10.4% | -1.9% |
| 3M | -3.0% | -22.5% | +19.5% | -2.3% |
| 6M | -6.6% | +19.4% | -25.9% | -8.3% |
| YTD | +4.6% | +67.7% | -63.2% | +0.5% |
| 1Y | +1.2% | +131.4% | -130.2% | -4.9% |
| 3Y | +45.7% | +197.3% | -151.7% | +30.3% |
| 5Y | +40.3% | +87.0% | -46.7% | +28.7% |
| All | +126.0% | +524.1% | -398.1% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling