+38.6%
MA vs DUK
+48.4%
-9.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | +0.8% | +0.2% | +0.5% | +0.7% |
| 3M | +14.8% | -1.9% | +16.7% | +15.1% |
| 6M | +10.0% | -6.5% | +16.5% | +11.2% |
| YTD | -0.1% | +5.4% | -5.5% | -1.7% |
| 1Y | -2.2% | +3.6% | -5.8% | -3.4% |
| All | +38.6% | +48.4% | -9.8% | +29.1% |
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