+8.3%
DUK vs MPC
+122.9%
-114.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.1% | +10.5% | +2.3% |
| 7D | +4.9% | -10.9% | +15.8% | +4.8% |
| 30D | +13.8% | -9.4% | +23.2% | +13.7% |
| 3M | +5.2% | +26.0% | -20.8% | +5.2% |
| 6M | +3.5% | +56.5% | -53.1% | +3.1% |
| YTD | +13.5% | +144.3% | -130.8% | +12.1% |
| 1Y | +8.3% | +117.2% | -108.9% | +6.8% |
| All | +8.3% | +122.9% | -114.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling