+117.4%
MGY vs DUOL
+2.7%
+114.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.7% |
| 7D | +1.8% | -8.6% | +10.4% | +2.6% |
| 30D | +6.5% | +7.2% | -0.7% | +5.6% |
| 3M | +0.3% | +19.1% | -18.7% | -1.9% |
| 6M | -2.4% | +52.5% | -54.9% | -7.1% |
| YTD | +29.0% | -17.3% | +46.3% | +29.9% |
| 1Y | +17.0% | -49.2% | +66.3% | +23.1% |
| 3Y | +26.2% | -7.3% | +33.4% | +21.2% |
| 5Y | +92.3% | -16.3% | +108.6% | +69.5% |
| All | +117.4% | +2.7% | +114.8% | +86.6% |
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 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