+337.5%
DUK vs MPC
+2,984.8%
-2,647.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -0.3% |
| 7D | -0.2% | -9.4% | +9.2% | +0.8% |
| 30D | +9.8% | -14.3% | +24.1% | +11.6% |
| 3M | +3.5% | +31.1% | -27.6% | -0.1% |
| 6M | +5.0% | +60.3% | -55.3% | -1.3% |
| YTD | +12.2% | +142.5% | -130.4% | 0.0% |
| 1Y | +7.2% | +104.6% | -97.4% | -2.5% |
| 3Y | +63.0% | +191.7% | -128.7% | +39.6% |
| 5Y | +52.3% | +549.2% | -496.9% | +15.5% |
| 10Y | +148.5% | +1,106.2% | -957.7% | +58.2% |
| All | +337.5% | +2,984.8% | -2,647.4% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling