+10.4%
MDLZ vs DUOL
+9.2%
+1.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | -0.2% |
| 7D | -1.7% | +5.1% | -6.8% | -1.8% |
| 30D | -2.1% | +14.1% | -16.3% | -2.3% |
| 3M | +1.3% | +41.5% | -40.2% | +0.9% |
| 6M | +6.2% | +60.6% | -54.4% | +5.6% |
| YTD | +15.8% | -12.0% | +27.8% | +15.9% |
| 1Y | +4.1% | -43.4% | +47.5% | +4.7% |
| 3Y | -4.1% | +3.7% | -7.8% | -5.9% |
| 5Y | +13.4% | -5.3% | +18.6% | +9.1% |
| All | +10.4% | +9.2% | +1.1% | +5.8% |
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