-14.3%
MLM vs DUOL
-17.4%
+3.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.9% |
| 7D | -4.1% | +21.9% | -26.0% | -5.2% |
| 30D | +8.2% | +5.7% | +2.4% | +7.4% |
| 3M | -3.6% | +30.9% | -34.5% | -5.3% |
| 6M | -15.6% | +52.8% | -68.3% | -17.3% |
| YTD | -16.4% | -8.6% | -7.8% | -12.2% |
| 1Y | -14.3% | -17.2% | +2.9% | -10.0% |
| All | -14.3% | -17.4% | +3.1% | -10.0% |
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