+1,437.8%
DUK vs MLM
+2,961.7%
-1,523.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | 0.0% | -2.9% | +2.9% | +0.4% |
| 30D | -1.7% | -6.8% | +5.2% | -0.6% |
| 3M | -0.4% | -11.2% | +10.8% | +1.3% |
| 6M | -7.2% | -21.8% | +14.6% | -3.9% |
| YTD | +5.3% | -17.0% | +22.2% | +7.8% |
| 1Y | +3.0% | -16.4% | +19.3% | +5.3% |
| 3Y | +53.1% | +14.5% | +38.6% | +47.2% |
| 5Y | +37.9% | +41.7% | -3.8% | +26.5% |
| 10Y | +124.8% | +200.0% | -75.2% | +76.0% |
| All | +1,437.8% | +2,961.7% | -1,523.9% | +707.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling