-1.5%
MDB vs DUOL
-1.5%
0.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +2.6% |
| 7D | -4.5% | -11.8% | +7.3% | +0.3% |
| 30D | -14.0% | +1.5% | -15.5% | -15.0% |
| 3M | +5.3% | +18.1% | -12.8% | -3.1% |
| 6M | +31.9% | +38.7% | -6.8% | +13.3% |
| YTD | -14.6% | -20.7% | +6.1% | -9.3% |
| 1Y | +8.2% | -49.1% | +57.3% | +31.1% |
| 3Y | -5.0% | -11.0% | +6.0% | -22.8% |
| 5Y | -24.5% | -18.0% | -6.6% | -51.1% |
| All | -1.5% | -1.5% | 0.0% | -40.0% |
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