-38.5%
DUOL vs MTB
+27.0%
-65.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +1.2% | +24.8% | +25.8% |
| 7D | +19.3% | +2.0% | +17.3% | +19.0% |
| 30D | +9.6% | +2.9% | +6.7% | +9.4% |
| 3M | +17.1% | -10.7% | +27.7% | +17.9% |
| 6M | +46.3% | +6.3% | +40.0% | +44.0% |
| YTD | -8.1% | +13.8% | -21.9% | -10.3% |
| 1Y | -38.5% | +27.7% | -66.2% | -44.3% |
| All | -38.5% | +27.0% | -65.4% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling