-9.5%
DUOL vs MTB
+104.1%
-113.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.2% |
| 3M | +16.0% | +6.0% | +10.1% | +13.7% |
| 6M | +45.4% | +19.6% | +25.8% | +36.7% |
| YTD | -18.1% | +21.5% | -39.6% | -23.3% |
| 1Y | -53.6% | +24.7% | -78.3% | -56.9% |
| 3Y | -11.0% | +108.6% | -119.5% | -29.2% |
| All | -9.5% | +104.1% | -113.6% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling