+126.0%
DUK vs MXL
+313.4%
-187.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -0.1% |
| 7D | -0.7% | +18.9% | -19.5% | -1.0% |
| 30D | -2.4% | +0.3% | -2.8% | -2.5% |
| 3M | -3.0% | -8.0% | +5.0% | -3.4% |
| 6M | -6.6% | +341.2% | -347.8% | -12.0% |
| YTD | +4.6% | +327.8% | -323.3% | -1.6% |
| 1Y | +1.2% | +364.9% | -363.7% | -5.3% |
| 3Y | +45.7% | +229.2% | -183.6% | +34.8% |
| 5Y | +40.3% | +42.8% | -2.5% | +34.0% |
| All | +126.0% | +313.4% | -187.3% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling