+1.4%
MDB vs DUOL
+9.2%
-7.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.3% | -3.0% |
| 7D | -17.4% | +5.1% | -22.5% | -19.2% |
| 30D | -2.0% | +14.1% | -16.2% | -7.6% |
| 3M | -3.0% | +41.5% | -44.5% | -17.1% |
| 6M | +48.7% | +60.6% | -11.9% | +20.5% |
| YTD | -12.1% | -12.0% | -0.2% | -10.4% |
| 1Y | +14.5% | -43.4% | +57.9% | +33.0% |
| 3Y | -6.1% | +3.7% | -9.9% | -28.6% |
| 5Y | -27.3% | -5.3% | -22.1% | -55.6% |
| All | +1.4% | +9.2% | -7.9% | -40.7% |
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 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