+45.6%
DUK vs MTB
+113.5%
-67.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -1.7% | -0.4% | -1.2% | -1.6% |
| 30D | -2.2% | -4.6% | +2.4% | -1.9% |
| 3M | -3.7% | +7.4% | -11.1% | -4.2% |
| 6M | -6.3% | +18.7% | -25.0% | -7.4% |
| YTD | +4.5% | +21.1% | -16.6% | +3.0% |
| 1Y | +1.8% | +24.1% | -22.2% | +0.2% |
| All | +45.6% | +113.5% | -67.9% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling