-24.5%
MDB vs DUOL
-10.4%
-14.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.2% | +1.8% | -1.4% |
| 7D | -18.0% | -7.8% | -10.2% | -15.3% |
| 30D | -10.7% | +11.8% | -22.6% | -15.0% |
| 3M | +1.0% | +24.1% | -23.1% | -8.8% |
| 6M | +31.6% | +43.6% | -12.0% | +11.7% |
| YTD | -15.2% | -16.6% | +1.4% | -11.7% |
| 1Y | +10.1% | -46.0% | +56.2% | +30.2% |
| 3Y | -5.6% | -6.5% | +0.8% | -24.7% |
| 5Y | -24.5% | -7.4% | -17.1% | -55.4% |
| All | -24.5% | -10.4% | -14.1% | -55.4% |
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