+17.6%
MDLZ vs DUOL
-11.2%
+28.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +1.3% |
| 7D | 0.0% | -11.8% | +11.7% | +0.1% |
| 30D | +1.4% | +1.5% | 0.0% | +1.4% |
| 3M | 0.0% | +18.1% | -18.1% | -0.2% |
| 6M | +9.1% | +38.7% | -29.5% | +8.7% |
| YTD | +17.9% | -20.7% | +38.6% | +18.3% |
| 1Y | +3.2% | -49.1% | +52.3% | +4.0% |
| 3Y | -2.5% | -11.0% | +8.5% | -4.2% |
| 5Y | +17.6% | -18.0% | +35.6% | +12.6% |
| All | +17.6% | -11.2% | +28.7% | +12.6% |
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