+22.2%
MDLZ vs DUOL
-5.7%
+28.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.5% | +0.2% |
| 7D | -1.0% | +1.8% | -2.8% | -1.0% |
| 30D | +7.9% | +11.1% | -3.1% | +7.6% |
| 3M | +8.9% | +21.2% | -12.3% | +8.4% |
| 6M | +10.5% | +56.1% | -45.6% | +9.6% |
| YTD | +27.1% | -6.5% | +33.6% | +27.0% |
| 1Y | +20.9% | -15.8% | +36.7% | +21.0% |
| 3Y | +5.5% | -22.4% | +28.0% | +4.1% |
| 5Y | +22.2% | +8.3% | +13.9% | +16.0% |
| All | +22.2% | -5.7% | +28.0% | +16.0% |
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 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