+49.1%
DUK vs MPC
+176.9%
-127.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | +0.8% |
| 7D | +0.7% | +3.9% | -3.2% | +0.7% |
| 30D | -2.0% | +33.8% | -35.8% | -2.3% |
| 3M | +0.2% | +49.9% | -49.6% | -0.2% |
| 6M | -6.9% | +80.9% | -87.8% | -7.6% |
| YTD | +6.1% | +147.4% | -141.3% | +4.8% |
| 1Y | +4.4% | +123.2% | -118.8% | +3.2% |
| 3Y | +49.1% | +171.7% | -122.6% | +41.1% |
| All | +49.1% | +176.9% | -127.8% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling