+157.4%
DUK vs MPC
+1,105.8%
-948.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +1.9% | -8.8% | +10.8% | +3.0% |
| 30D | +10.5% | -14.4% | +24.9% | +12.6% |
| 3M | +7.3% | +21.9% | -14.6% | +4.2% |
| 6M | +5.7% | +60.1% | -54.5% | -1.5% |
| YTD | +12.9% | +142.3% | -129.4% | -1.0% |
| 1Y | +8.6% | +101.7% | -93.1% | -2.4% |
| 3Y | +63.5% | +184.8% | -121.2% | +37.1% |
| 5Y | +52.4% | +564.6% | -512.3% | +8.7% |
| 10Y | +157.4% | +1,098.3% | -940.9% | +45.8% |
| All | +157.4% | +1,105.8% | -948.3% | +45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling