+31.8%
MCD vs DUOL
+10.8%
+21.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | +7.3% | +22.4% | -15.1% | +6.4% |
| 30D | +20.0% | +4.5% | +15.5% | +19.5% |
| 3M | +3.8% | +14.2% | -10.4% | +3.1% |
| 6M | +3.8% | +45.1% | -41.3% | +2.2% |
| YTD | -5.9% | -10.7% | +4.9% | -6.1% |
| 1Y | -3.2% | -18.7% | +15.5% | -3.3% |
| 3Y | +13.3% | -25.9% | +39.2% | +12.6% |
| 5Y | +25.2% | +5.8% | +19.4% | +19.8% |
| All | +31.8% | +10.8% | +21.0% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling