+6,406.5%
MCD vs DUK
+2,737.7%
+3,668.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.6% | -1.1% | -0.4% | -1.2% |
| 30D | +16.0% | +8.8% | +7.2% | +13.0% |
| 3M | 0.0% | +5.0% | -5.1% | -1.6% |
| 6M | +0.9% | +4.6% | -3.7% | -0.5% |
| YTD | -8.7% | +12.6% | -21.3% | -12.2% |
| 1Y | -8.6% | +7.4% | -16.0% | -10.7% |
| 3Y | +9.9% | +63.1% | -53.2% | -6.3% |
| 5Y | +22.6% | +54.6% | -31.9% | +5.7% |
| 10Y | +204.6% | +156.5% | +48.2% | +124.1% |
| All | +6,406.5% | +2,737.7% | +3,668.8% | +1,602.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling