+131.8%
DUK vs MPC
+1,153.9%
-1,022.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -0.1% | +3.2% | -3.3% | -0.5% |
| 30D | +0.2% | +25.0% | -24.8% | -2.7% |
| 3M | -1.9% | +55.2% | -57.0% | -7.7% |
| 6M | -6.5% | +86.4% | -92.9% | -14.5% |
| YTD | +5.4% | +148.5% | -143.0% | -7.5% |
| 1Y | +3.6% | +121.7% | -118.1% | -7.9% |
| 3Y | +48.1% | +172.9% | -124.7% | +25.5% |
| 5Y | +39.6% | +679.9% | -640.4% | -2.7% |
| 10Y | +131.8% | +1,174.7% | -1,042.9% | +28.4% |
| All | +131.8% | +1,153.9% | -1,022.1% | +28.4% |
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