+339.1%
DUK vs MPC
+3,166.6%
-2,827.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.4% |
| 7D | -1.1% | +9.4% | -10.6% | -2.2% |
| 30D | +8.8% | -13.4% | +22.2% | +10.4% |
| 3M | +5.0% | +18.9% | -13.8% | +2.6% |
| 6M | +4.6% | +64.9% | -60.3% | -1.9% |
| YTD | +12.6% | +156.8% | -144.2% | -0.3% |
| 1Y | +7.4% | +113.2% | -105.7% | -2.7% |
| 3Y | +63.1% | +201.8% | -138.7% | +39.2% |
| 5Y | +54.6% | +601.4% | -546.8% | +16.1% |
| 10Y | +156.5% | +1,166.0% | -1,009.5% | +62.3% |
| All | +339.1% | +3,166.6% | -2,827.5% | +137.4% |
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 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