-17.2%
MDT vs DUOL
+3.5%
-20.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -1.7% |
| 7D | +0.4% | -7.8% | +8.2% | +0.7% |
| 30D | +6.0% | +11.8% | -5.8% | +5.4% |
| 3M | +15.5% | +24.1% | -8.6% | +14.4% |
| 6M | +3.4% | +43.6% | -40.2% | +1.7% |
| YTD | -2.2% | -16.6% | +14.4% | -1.9% |
| 1Y | +2.6% | -46.0% | +48.6% | +4.4% |
| 3Y | +27.5% | -6.5% | +34.0% | +24.1% |
| 5Y | -20.1% | -7.4% | -12.6% | -25.5% |
| All | -17.2% | +3.5% | -20.7% | -23.2% |
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