+29.0%
MCO vs DUOL
+2.7%
+26.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -2.1% |
| 7D | -7.3% | -8.6% | +1.3% | -6.3% |
| 30D | -1.7% | +7.2% | -8.9% | -2.8% |
| 3M | +3.9% | +19.1% | -15.1% | +1.1% |
| 6M | +3.8% | +52.5% | -48.7% | -2.4% |
| YTD | -7.9% | -17.3% | +9.4% | -7.1% |
| 1Y | -6.8% | -49.2% | +42.4% | -1.2% |
| 3Y | +40.9% | -7.3% | +48.2% | +33.6% |
| 5Y | +27.5% | -16.3% | +43.8% | +12.3% |
| All | +29.0% | +2.7% | +26.4% | +11.6% |
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 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