+503.0%
MA vs DUK
+129.4%
+373.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.7% | -0.7% | -1.1% | -1.4% |
| 30D | +1.7% | -2.4% | +4.1% | +2.8% |
| 3M | +17.2% | -3.0% | +20.2% | +18.6% |
| 6M | +13.3% | -6.6% | +19.9% | +16.3% |
| YTD | +0.2% | +4.6% | -4.4% | -2.6% |
| 1Y | -2.7% | +1.2% | -3.9% | -4.1% |
| 3Y | +39.1% | +45.7% | -6.6% | +13.2% |
| 5Y | +68.8% | +40.3% | +28.5% | +38.0% |
| All | +503.0% | +129.4% | +373.6% | +310.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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