-9.3%
MCD vs DUOL
-11.1%
+1.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.0% |
| 7D | -1.6% | +3.0% | -4.7% | -1.9% |
| 30D | +14.1% | +18.3% | -4.2% | +12.0% |
| 3M | +0.6% | +14.7% | -14.1% | -1.2% |
| 6M | 0.0% | +57.5% | -57.4% | -2.4% |
| YTD | -9.3% | -5.8% | -3.5% | -10.5% |
| 1Y | -9.3% | -11.4% | +2.1% | -10.2% |
| All | -9.3% | -11.1% | +1.8% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling