-22.5%
DUOL vs MTB
+106.3%
-128.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.4% | +4.8% |
| 7D | +3.0% | +1.5% | +1.5% | +2.5% |
| 30D | +18.3% | +2.3% | +16.0% | +17.6% |
| 3M | +14.7% | -12.1% | +26.8% | +19.6% |
| 6M | +57.5% | +9.8% | +47.7% | +51.4% |
| YTD | -5.8% | +12.0% | -17.8% | -10.4% |
| 1Y | -11.4% | +22.0% | -33.4% | -18.6% |
| 3Y | -22.5% | +107.6% | -130.1% | -32.9% |
| All | -22.5% | +106.3% | -128.8% | -32.9% |
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