+18.5%
MCHP vs DUOL
-1.5%
+20.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.3% |
| 7D | +0.3% | -11.8% | +12.1% | +2.4% |
| 30D | -9.8% | +1.5% | -11.3% | -10.4% |
| 3M | -19.7% | +18.1% | -37.8% | -23.0% |
| 6M | +13.6% | +38.7% | -25.1% | +4.7% |
| YTD | +16.5% | -20.7% | +37.2% | +18.6% |
| 1Y | +15.7% | -49.1% | +64.8% | +26.8% |
| 3Y | 0.0% | -11.0% | +11.0% | -6.0% |
| 5Y | +4.4% | -18.0% | +22.4% | -12.9% |
| All | +18.5% | -1.5% | +20.0% | +0.4% |
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