-1.5%
MCD vs DUK
+51.5%
-53.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -2.0% | +0.7% | -2.7% | -2.3% |
| 30D | -6.1% | -2.0% | -4.1% | -5.4% |
| 3M | -7.3% | +0.2% | -7.5% | -7.4% |
| 6M | -20.9% | -6.9% | -14.0% | -18.8% |
| YTD | -14.7% | +6.1% | -20.8% | -16.9% |
| 1Y | -16.1% | +4.4% | -20.5% | -17.8% |
| 3Y | -1.5% | +49.1% | -50.6% | -15.7% |
| All | -1.5% | +51.5% | -53.0% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling