-17.9%
MKC vs DUOL
+44.6%
-62.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.0% |
| 7D | -2.8% | -8.6% | +5.8% | -2.2% |
| 30D | -3.4% | +7.2% | -10.6% | -4.0% |
| 3M | +3.8% | +19.1% | -15.3% | +2.1% |
| 6M | -17.9% | +52.5% | -70.4% | -19.7% |
| All | -17.9% | +44.6% | -62.5% | -19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling