+51.2%
MMM vs DUK
+129.3%
-78.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | -3.2% | -1.7% | -1.6% | -2.6% |
| 30D | -10.7% | -2.2% | -8.4% | -9.9% |
| 3M | +4.3% | -3.7% | +8.0% | +5.7% |
| 6M | +5.9% | -6.3% | +12.3% | +8.4% |
| YTD | +3.2% | +4.5% | -1.4% | +0.8% |
| 1Y | +8.0% | +1.8% | +6.2% | +6.4% |
| 3Y | +99.1% | +46.8% | +52.3% | +64.9% |
| 5Y | +25.7% | +40.2% | -14.5% | +5.5% |
| All | +51.2% | +129.3% | -78.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 10y: compounded portfolio wealth divided by compounded DUK 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…
10y analysis · Full analysis span regression · 6 months rolling