+20.4%
MCHP vs DUOL
+1.6%
+18.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.8% |
| 7D | 0.0% | -7.0% | +7.0% | +1.2% |
| 30D | -6.0% | +6.7% | -12.8% | -7.5% |
| 3M | -19.7% | +16.0% | -35.7% | -22.7% |
| 6M | +14.0% | +45.4% | -31.4% | +4.3% |
| YTD | +18.4% | -18.1% | +36.6% | +19.8% |
| 1Y | +17.1% | -53.6% | +70.7% | +31.0% |
| 3Y | +0.7% | -11.0% | +11.7% | -5.3% |
| 5Y | +5.1% | -17.1% | +22.2% | -12.8% |
| All | +20.4% | +1.6% | +18.8% | +1.5% |
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