+746.7%
DUK vs MKSI
+2,222.5%
-1,475.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | -3.0% | -22.5% | +19.5% | -1.9% |
| 6M | -6.6% | +19.4% | -25.9% | -8.6% |
| YTD | +4.6% | +67.7% | -63.2% | -0.5% |
| 1Y | +1.2% | +131.4% | -130.2% | -6.3% |
| 3Y | +45.7% | +197.3% | -151.7% | +28.8% |
| 5Y | +40.3% | +87.0% | -46.7% | +26.6% |
| 10Y | +129.9% | +522.1% | -392.2% | +81.4% |
| All | +746.7% | +2,222.5% | -1,475.9% | +517.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling