+20.4%
MCD vs DUOL
-10.4%
+30.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.3% | +0.2% |
| 7D | -2.0% | -7.8% | +5.8% | -1.8% |
| 30D | -6.1% | +11.8% | -18.0% | -6.5% |
| 3M | -7.3% | +24.1% | -31.4% | -8.0% |
| 6M | -20.9% | +43.6% | -64.6% | -22.0% |
| YTD | -14.7% | -16.6% | +1.9% | -14.5% |
| 1Y | -16.1% | -46.0% | +29.9% | -15.1% |
| 3Y | -1.5% | -6.5% | +5.0% | -2.7% |
| 5Y | +20.4% | -7.4% | +27.9% | +14.9% |
| All | +20.4% | -10.4% | +30.8% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling