+31.1%
MCO vs DUOL
+1.6%
+29.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -3.8% | -7.0% | +3.2% | -2.9% |
| 30D | -0.4% | +6.7% | -7.1% | -1.4% |
| 3M | +7.7% | +16.0% | -8.3% | +5.2% |
| 6M | +7.0% | +45.4% | -38.4% | +1.2% |
| YTD | -6.4% | -18.1% | +11.7% | -5.4% |
| 1Y | -7.6% | -53.6% | +45.9% | -0.9% |
| 3Y | +43.2% | -11.0% | +54.2% | +36.5% |
| 5Y | +29.6% | -17.1% | +46.7% | +14.3% |
| All | +31.1% | +1.6% | +29.5% | +13.6% |
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