+584.1%
MA vs DUK
+157.0%
+427.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.5% | -1.1% | +0.6% | 0.0% |
| 30D | +7.9% | +8.8% | -0.9% | +3.9% |
| 3M | +16.8% | +5.0% | +11.7% | +14.2% |
| 6M | +31.0% | +4.6% | +26.4% | +28.0% |
| YTD | +15.0% | +12.6% | +2.5% | +8.2% |
| 1Y | +17.0% | +7.4% | +9.6% | +12.4% |
| 3Y | +68.5% | +63.1% | +5.4% | +30.2% |
| 5Y | +85.0% | +54.6% | +30.4% | +44.6% |
| All | +584.1% | +157.0% | +427.1% | +354.7% |
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