+205.9%
MCD vs DUK
+157.3%
+48.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | +16.6% | +9.4% | +7.2% | +11.9% |
| 3M | +0.9% | +5.4% | -4.5% | -1.5% |
| 6M | +1.5% | +4.9% | -3.4% | -0.9% |
| YTD | -8.3% | +12.7% | -21.1% | -13.5% |
| 1Y | -8.1% | +7.8% | -15.9% | -11.5% |
| 3Y | +10.3% | +63.3% | -53.0% | -13.0% |
| 5Y | +23.4% | +54.2% | -30.8% | -1.4% |
| 10Y | +205.9% | +156.8% | +49.1% | +107.2% |
| All | +205.9% | +157.3% | +48.7% | +107.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling