+70.6%
MA vs DUK
+63.5%
+7.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.8% | -0.6% | -1.1% | -1.6% |
| 30D | +11.0% | +9.4% | +1.6% | +9.1% |
| 3M | +17.9% | +5.4% | +12.4% | +16.6% |
| 6M | +33.2% | +4.9% | +28.2% | +31.8% |
| YTD | +16.5% | +12.7% | +3.7% | +13.1% |
| 1Y | +19.1% | +7.8% | +11.3% | +16.9% |
| All | +70.6% | +63.5% | +7.1% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling