-18.3%
MDT vs DUOL
-15.6%
-2.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.5% | -0.5% |
| 7D | -1.6% | -8.6% | +7.0% | -1.2% |
| 30D | +1.0% | +7.2% | -6.1% | +0.7% |
| 3M | +15.2% | +19.1% | -3.9% | +14.2% |
| 6M | +3.7% | +52.5% | -48.8% | +1.6% |
| YTD | -3.0% | -17.3% | +14.3% | -2.7% |
| 1Y | +2.5% | -49.2% | +51.7% | +4.6% |
| 3Y | +26.5% | -7.3% | +33.7% | +23.0% |
| 5Y | -18.3% | -16.3% | -2.0% | -24.6% |
| All | -18.3% | -15.6% | -2.7% | -24.6% |
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