+66.3%
MA vs DUK
+38.9%
+27.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 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% | +15.3% |
| 6M | +10.0% | -6.5% | +16.5% | +11.8% |
| YTD | -0.1% | +5.4% | -5.5% | -2.2% |
| 1Y | -2.2% | +3.6% | -5.8% | -3.8% |
| 3Y | +39.3% | +48.1% | -8.9% | +20.9% |
| 5Y | +66.3% | +39.6% | +26.8% | +48.6% |
| All | +66.3% | +38.9% | +27.4% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling