+76.3%
MMM vs DUK
+160.3%
-84.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.5% |
| 7D | -0.4% | +1.9% | -2.3% | -1.2% |
| 30D | +12.1% | +8.9% | +3.3% | +8.3% |
| 3M | +1.4% | +5.6% | -4.1% | -0.8% |
| 6M | +26.6% | +7.0% | +19.6% | +22.8% |
| YTD | +16.8% | +14.0% | +2.8% | +10.1% |
| 1Y | +10.1% | +9.1% | +1.0% | +5.6% |
| 3Y | +158.4% | +67.6% | +90.8% | +102.1% |
| 5Y | +43.1% | +56.6% | -13.5% | +14.5% |
| All | +76.3% | +160.3% | -84.0% | +17.8% |
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