+7,787.5%
MDT vs DUK
+2,557.6%
+5,229.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +2.8% | +0.2% | +2.5% | +2.7% |
| 3M | +13.1% | -1.9% | +15.0% | +13.7% |
| 6M | +2.3% | -6.5% | +8.9% | +4.5% |
| YTD | -2.7% | +5.4% | -8.1% | -4.5% |
| 1Y | +0.9% | +3.6% | -2.7% | -0.6% |
| 3Y | +26.8% | +48.1% | -21.3% | +10.8% |
| 5Y | -19.5% | +39.6% | -59.0% | -28.7% |
| 10Y | +40.6% | +131.8% | -91.3% | +6.0% |
| All | +7,787.5% | +2,557.6% | +5,229.9% | +2,481.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling