-18.2%
MDT vs DUK
+39.2%
-57.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | +0.2% | -2.4% | +2.7% | +1.2% |
| 3M | +14.3% | -3.0% | +17.2% | +15.6% |
| 6M | +4.0% | -6.6% | +10.6% | +6.7% |
| YTD | -3.7% | +4.6% | -8.2% | -5.7% |
| 1Y | -0.4% | +1.2% | -1.6% | -1.2% |
| 3Y | +23.3% | +45.7% | -22.3% | +4.2% |
| All | -18.2% | +39.2% | -57.4% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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