-13.7%
DUOL vs MTB
+112.6%
-126.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -11.8% | +1.1% | -12.9% | -12.1% |
| 30D | +1.5% | -4.6% | +6.1% | +2.9% |
| 3M | +18.1% | +6.3% | +11.9% | +15.5% |
| 6M | +38.7% | +15.6% | +23.1% | +31.0% |
| YTD | -20.7% | +20.6% | -41.2% | -26.0% |
| 1Y | -49.1% | +22.5% | -71.6% | -52.9% |
| All | -13.7% | +112.6% | -126.3% | -25.8% |
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