+52.3%
DUK vs MPC
+563.2%
-510.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.1% |
| 7D | -0.2% | -9.4% | +9.2% | +0.2% |
| 30D | +9.8% | -14.3% | +24.1% | +10.5% |
| 3M | +3.5% | +31.1% | -27.6% | +2.0% |
| 6M | +5.0% | +60.3% | -55.3% | +2.2% |
| YTD | +12.2% | +142.5% | -130.4% | +6.5% |
| 1Y | +7.2% | +104.6% | -97.4% | +2.8% |
| 3Y | +63.0% | +191.7% | -128.7% | +50.0% |
| 5Y | +52.3% | +549.2% | -496.9% | +31.9% |
| All | +52.3% | +563.2% | -510.9% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling