+1,534.5%
DUK vs MLM
+2,981.8%
-1,447.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.5% |
| 7D | +0.3% | -4.1% | +4.4% | +1.0% |
| 30D | +10.6% | +8.2% | +2.5% | +9.2% |
| 3M | +4.0% | -3.6% | +7.6% | +4.5% |
| 6M | +3.6% | -15.6% | +19.1% | +6.0% |
| YTD | +11.9% | -16.4% | +28.3% | +14.4% |
| 1Y | +6.7% | -14.3% | +21.0% | +8.6% |
| 3Y | +59.4% | +19.3% | +40.1% | +52.3% |
| 5Y | +52.4% | +29.6% | +22.8% | +41.8% |
| 10Y | +148.2% | +189.9% | -41.8% | +95.3% |
| All | +1,534.5% | +2,981.8% | -1,447.3% | +756.2% |
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 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