+344.1%
MCK vs DUOL
+1.6%
+342.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -2.9% | -7.0% | +4.1% | -3.0% |
| 30D | +0.4% | +6.7% | -6.3% | +0.6% |
| 3M | +12.1% | +16.0% | -3.9% | +12.5% |
| 6M | -5.4% | +45.4% | -50.9% | -4.6% |
| YTD | +7.8% | -18.1% | +25.9% | +7.7% |
| 1Y | +22.9% | -53.6% | +76.5% | +22.0% |
| 3Y | +110.7% | -11.0% | +121.7% | +111.3% |
| 5Y | +346.2% | -17.1% | +363.3% | +344.9% |
| All | +344.1% | +1.6% | +342.5% | +343.5% |
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 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