+98.0%
DUK vs MP
+281.3%
-183.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.6% | -6.4% | +0.3% |
| 7D | -0.2% | -1.6% | +1.3% | -0.2% |
| 30D | +9.8% | -18.2% | +28.0% | +9.8% |
| 3M | +3.5% | -26.1% | +29.6% | +3.5% |
| 6M | +5.0% | -44.0% | +49.0% | +5.1% |
| YTD | +12.2% | -25.3% | +37.4% | +12.0% |
| 1Y | +7.2% | -35.6% | +42.8% | +7.2% |
| 3Y | +63.0% | +147.1% | -84.0% | +58.7% |
| 5Y | +52.3% | -11.3% | +63.6% | +48.7% |
| All | +98.0% | +281.3% | -183.3% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling