-11.6%
MDB vs DUOL
-20.2%
+8.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.7% | -3.1% |
| 7D | +6.8% | +3.0% | +3.8% | +5.7% |
| 30D | -6.2% | +18.3% | -24.5% | -12.0% |
| 3M | -29.2% | +14.7% | -44.0% | -33.1% |
| 6M | +10.3% | +57.5% | -47.2% | -5.8% |
| YTD | -20.4% | -5.8% | -14.6% | -22.8% |
| 1Y | -4.8% | -11.4% | +6.6% | -6.7% |
| 3Y | -11.6% | -22.5% | +10.9% | -17.0% |
| All | -11.6% | -20.2% | +8.6% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling