-38.4%
MDB vs DUOL
-5.7%
-32.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.8% | -2.9% | -0.1% |
| 7D | +3.0% | +1.8% | +1.2% | +2.2% |
| 30D | -11.3% | +11.1% | -22.4% | -17.0% |
| 3M | -23.0% | +21.2% | -44.2% | -30.7% |
| 6M | +14.8% | +56.1% | -41.3% | -8.1% |
| YTD | -19.4% | -6.5% | -13.0% | -21.4% |
| 1Y | -9.0% | -15.8% | +6.8% | -8.0% |
| 3Y | -10.3% | -22.4% | +12.1% | -22.2% |
| 5Y | -38.4% | +8.3% | -46.7% | -61.7% |
| All | -38.4% | -5.7% | -32.6% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling