+379.6%
DUK vs MSCI
+2,756.4%
-2,376.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -1.7% | +0.6% | -2.2% | -1.8% |
| 3M | -0.4% | -7.1% | +6.6% | +0.5% |
| 6M | -7.2% | +0.8% | -8.1% | -7.8% |
| YTD | +5.3% | +1.0% | +4.3% | +4.4% |
| 1Y | +3.0% | +4.3% | -1.4% | +1.4% |
| 3Y | +53.1% | +9.9% | +43.1% | +47.7% |
| 5Y | +37.9% | -6.8% | +44.7% | +34.2% |
| 10Y | +124.8% | +614.7% | -489.8% | +57.1% |
| All | +379.6% | +2,756.4% | -2,376.8% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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