+87.4%
DUK vs MP
+459.3%
-371.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.8% |
| 7D | +0.7% | +3.0% | -2.3% | +0.7% |
| 30D | -2.0% | +8.3% | -10.4% | -2.0% |
| 3M | +0.2% | -3.8% | +4.0% | +0.3% |
| 6M | -6.9% | -4.9% | -2.0% | -6.9% |
| YTD | +6.1% | +9.6% | -3.5% | +5.9% |
| 1Y | +4.4% | -11.7% | +16.1% | +4.3% |
| 3Y | +49.1% | +158.5% | -109.4% | +45.6% |
| 5Y | +39.6% | +68.9% | -29.4% | +36.5% |
| All | +87.4% | +459.3% | -371.9% | +73.9% |
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