+310.6%
DUK vs MPC
+2,977.1%
-2,666.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | 0.0% | +5.4% | -5.5% | -0.6% |
| 30D | -1.7% | +31.0% | -32.6% | -4.8% |
| 3M | -0.4% | +46.0% | -46.5% | -5.0% |
| 6M | -7.2% | +77.3% | -84.6% | -13.7% |
| YTD | +5.3% | +141.9% | -136.7% | -5.8% |
| 1Y | +3.0% | +120.9% | -118.0% | -7.1% |
| 3Y | +53.1% | +182.7% | -129.6% | +32.0% |
| 5Y | +37.9% | +646.4% | -608.5% | +2.7% |
| 10Y | +124.8% | +1,138.7% | -1,013.9% | +43.1% |
| All | +310.6% | +2,977.1% | -2,666.5% | +124.1% |
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