+27.9%
MCD vs DUOL
+11.3%
+16.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.3% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | +16.0% | +12.4% | +3.7% | +15.4% |
| 3M | 0.0% | +16.9% | -17.0% | -0.8% |
| 6M | +0.9% | +48.5% | -47.5% | -0.6% |
| YTD | -8.7% | -10.3% | +1.6% | -9.0% |
| 1Y | -8.6% | -15.6% | +7.1% | -8.7% |
| 3Y | +9.9% | -25.6% | +35.4% | +9.1% |
| 5Y | +22.6% | +1.5% | +21.1% | +17.3% |
| All | +27.9% | +11.3% | +16.5% | +21.5% |
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