+7.0%
DUOL vs MTB
+110.4%
-103.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | +6.7% | -4.8% | +11.5% | +8.1% |
| 3M | +16.0% | +6.0% | +10.1% | +13.8% |
| 6M | +45.4% | +19.6% | +25.8% | +37.1% |
| YTD | -18.1% | +21.5% | -39.6% | -23.1% |
| 1Y | -53.6% | +24.7% | -78.3% | -56.8% |
| 3Y | -11.0% | +108.6% | -119.5% | -28.2% |
| 5Y | -17.1% | +106.7% | -123.8% | -22.8% |
| All | +7.0% | +110.4% | -103.4% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling