+177.5%
MCD vs DUK
+129.3%
+48.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -2.5% | -1.7% | -0.9% | -1.8% |
| 30D | -7.0% | -2.2% | -4.8% | -6.1% |
| 3M | -9.8% | -3.7% | -6.1% | -8.4% |
| 6M | -21.8% | -6.3% | -15.4% | -19.6% |
| YTD | -15.6% | +4.5% | -20.1% | -17.5% |
| 1Y | -15.2% | +1.8% | -17.0% | -16.2% |
| 3Y | -2.6% | +46.8% | -49.4% | -19.3% |
| 5Y | +18.9% | +40.2% | -21.4% | -0.7% |
| All | +177.5% | +129.3% | +48.2% | +94.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling