+89.0%
MGY vs DUOL
-17.6%
+106.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +3.5% | -7.0% | +10.5% | +4.2% |
| 30D | +5.3% | +6.7% | -1.4% | +4.5% |
| 3M | +2.6% | +16.0% | -13.4% | +0.6% |
| 6M | -3.3% | +45.4% | -48.7% | -7.6% |
| YTD | +29.2% | -18.1% | +47.4% | +30.3% |
| 1Y | +18.0% | -53.6% | +71.6% | +25.6% |
| 3Y | +30.0% | -11.0% | +41.0% | +25.2% |
| All | +89.0% | -17.6% | +106.7% | +67.6% |
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