+18.4%
MCD vs DUOL
-1.5%
+20.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.8% |
| 7D | -2.9% | -11.8% | +8.9% | -2.5% |
| 30D | -6.7% | +1.5% | -8.2% | -6.8% |
| 3M | -9.6% | +18.1% | -27.7% | -10.1% |
| 6M | -22.3% | +38.7% | -61.0% | -23.2% |
| YTD | -15.4% | -20.7% | +5.2% | -15.2% |
| 1Y | -16.8% | -49.1% | +32.3% | -15.6% |
| 3Y | -2.4% | -11.0% | +8.6% | -3.4% |
| 5Y | +19.4% | -18.0% | +37.3% | +14.7% |
| All | +18.4% | -1.5% | +20.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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