+98.7%
DUK vs MP
+278.3%
-179.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.1% |
| 7D | -1.1% | +11.0% | -12.1% | -1.1% |
| 30D | +8.8% | -11.7% | +20.5% | +8.8% |
| 3M | +5.0% | -30.8% | +35.8% | +5.1% |
| 6M | +4.6% | -42.9% | +47.5% | +4.7% |
| YTD | +12.6% | -25.9% | +38.5% | +12.4% |
| 1Y | +7.4% | -37.3% | +44.7% | +7.4% |
| 3Y | +63.1% | +150.7% | -87.6% | +58.7% |
| 5Y | +54.6% | -19.3% | +73.9% | +50.7% |
| All | +98.7% | +278.3% | -179.6% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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