+13,824.1%
MA vs DUK
+516.9%
+13,307.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +1.5% | -1.7% | +3.2% | +2.3% |
| 3M | +20.4% | -0.4% | +20.9% | +20.5% |
| 6M | +11.1% | -7.2% | +18.4% | +14.9% |
| YTD | +2.0% | +5.3% | -3.3% | -1.4% |
| 1Y | -2.2% | +3.0% | -5.1% | -4.5% |
| 3Y | +41.9% | +53.1% | -11.2% | +10.7% |
| 5Y | +75.4% | +37.9% | +37.4% | +42.5% |
| 10Y | +527.5% | +124.8% | +402.7% | +278.7% |
| All | +13,824.1% | +516.9% | +13,307.3% | +4,790.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling