+23.4%
MCD vs DUK
+52.5%
-29.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 3M | +0.9% | +5.4% | -4.5% | -1.2% |
| 6M | +1.5% | +4.9% | -3.4% | -0.6% |
| YTD | -8.3% | +12.7% | -21.1% | -12.7% |
| 1Y | -8.1% | +7.8% | -15.9% | -11.0% |
| 3Y | +10.3% | +63.3% | -53.0% | -8.7% |
| 5Y | +23.4% | +54.2% | -30.8% | +4.2% |
| All | +23.4% | +52.5% | -29.1% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling