+15,819.0%
MA vs DUK
+562.7%
+15,256.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +1.3% | +1.1% | +0.2% | +0.8% |
| 30D | +9.6% | +8.0% | +1.6% | +5.5% |
| 3M | +16.8% | +4.7% | +12.1% | +14.1% |
| 6M | +35.2% | +6.1% | +29.1% | +30.9% |
| YTD | +16.6% | +13.1% | +3.5% | +8.7% |
| 1Y | +19.8% | +8.2% | +11.6% | +14.1% |
| 3Y | +70.7% | +66.2% | +4.5% | +28.1% |
| 5Y | +87.4% | +55.3% | +32.1% | +43.3% |
| 10Y | +570.0% | +157.6% | +412.4% | +276.7% |
| All | +15,819.0% | +562.7% | +15,256.3% | +5,291.5% |
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