+9.0%
DUOL vs MTB
+109.2%
-100.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.1% |
| 7D | -7.8% | +2.8% | -10.6% | -8.5% |
| 30D | +11.8% | -4.2% | +16.0% | +13.1% |
| 3M | +24.1% | +7.8% | +16.3% | +21.1% |
| 6M | +43.6% | +14.8% | +28.8% | +37.2% |
| YTD | -16.6% | +20.8% | -37.4% | -21.5% |
| 1Y | -46.0% | +23.1% | -69.2% | -49.6% |
| 3Y | -6.5% | +114.8% | -121.3% | -25.1% |
| 5Y | -7.4% | +103.3% | -110.7% | -14.2% |
| All | +9.0% | +109.2% | -100.1% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling