+178.0%
MCD vs DUK
+131.4%
+46.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | -6.7% | +0.2% | -7.0% | -6.9% |
| 3M | -9.6% | -1.9% | -7.7% | -8.9% |
| 6M | -22.3% | -6.5% | -15.8% | -20.1% |
| YTD | -15.4% | +5.4% | -20.9% | -17.7% |
| 1Y | -16.8% | +3.6% | -20.4% | -18.4% |
| 3Y | -2.4% | +48.1% | -50.5% | -19.5% |
| 5Y | +19.4% | +39.6% | -20.2% | -0.1% |
| All | +178.0% | +131.4% | +46.6% | +93.9% |
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 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