+1,538.6%
DUK vs MLM
+3,058.1%
-1,519.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.2% |
| 7D | -0.2% | -3.8% | +3.6% | +0.4% |
| 30D | +9.8% | +11.0% | -1.2% | +7.9% |
| 3M | +3.5% | -3.1% | +6.6% | +3.9% |
| 6M | +5.0% | -9.8% | +14.8% | +6.3% |
| YTD | +12.2% | -14.4% | +26.5% | +14.2% |
| 1Y | +7.2% | -12.6% | +19.8% | +8.8% |
| 3Y | +63.0% | +19.7% | +43.3% | +55.7% |
| 5Y | +52.3% | +29.8% | +22.6% | +41.8% |
| 10Y | +148.5% | +153.5% | -5.0% | +99.9% |
| All | +1,538.6% | +3,058.1% | -1,519.5% | +754.9% |
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