+123.2%
DUK vs MLM
+206.2%
-83.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | 0.0% | -2.9% | +2.9% | +0.5% |
| 30D | -1.7% | -6.8% | +5.2% | -0.4% |
| 3M | -0.4% | -11.2% | +10.8% | +1.5% |
| 6M | -7.2% | -21.8% | +14.6% | -3.3% |
| YTD | +5.3% | -17.0% | +22.2% | +8.2% |
| 1Y | +3.0% | -16.4% | +19.3% | +5.6% |
| 3Y | +53.1% | +14.5% | +38.6% | +45.3% |
| 5Y | +37.9% | +41.7% | -3.8% | +22.9% |
| All | +123.2% | +206.2% | -83.0% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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