-16.4%
MLM vs DUOL
-43.9%
+27.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.9% | +1.3% |
| 7D | -2.9% | +5.1% | -8.0% | -3.2% |
| 30D | -6.8% | +14.1% | -21.0% | -7.6% |
| 3M | -11.2% | +41.5% | -52.7% | -12.8% |
| 6M | -21.8% | +60.6% | -82.4% | -24.1% |
| YTD | -17.0% | -12.0% | -5.0% | -14.9% |
| 1Y | -16.4% | -43.4% | +27.0% | -12.5% |
| All | -16.4% | -43.9% | +27.5% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling