+97.5%
MET vs DUOL
+1.6%
+95.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -0.5% | -7.0% | +6.5% | 0.0% |
| 30D | +0.5% | +6.7% | -6.2% | -0.1% |
| 3M | +11.6% | +16.0% | -4.4% | +9.9% |
| 6M | +40.8% | +45.4% | -4.6% | +35.8% |
| YTD | +25.7% | -18.1% | +43.8% | +26.4% |
| 1Y | +24.4% | -53.6% | +77.9% | +29.8% |
| 3Y | +67.5% | -11.0% | +78.4% | +65.5% |
| 5Y | +85.8% | -17.1% | +102.9% | +73.3% |
| All | +97.5% | +1.6% | +95.9% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling