+19.0%
MMM vs DUOL
-1.5%
+20.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.6% |
| 7D | -2.6% | -11.8% | +9.2% | -1.9% |
| 30D | -9.3% | +1.5% | -10.8% | -9.5% |
| 3M | +5.6% | +18.1% | -12.6% | +4.2% |
| 6M | +9.5% | +38.7% | -29.2% | +6.6% |
| YTD | +4.1% | -20.7% | +24.8% | +5.0% |
| 1Y | +9.4% | -49.1% | +58.5% | +13.1% |
| 3Y | +101.0% | -11.0% | +112.0% | +97.8% |
| 5Y | +26.1% | -18.0% | +44.1% | +19.7% |
| All | +19.0% | -1.5% | +20.6% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling