+27.0%
MMM vs DUOL
-10.4%
+37.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | -0.3% |
| 7D | -1.6% | -7.8% | +6.2% | -1.1% |
| 30D | -8.0% | +11.8% | -19.8% | -8.8% |
| 3M | +9.4% | +24.1% | -14.7% | +7.5% |
| 6M | +10.2% | +43.6% | -33.4% | +7.0% |
| YTD | +6.1% | -16.6% | +22.7% | +6.7% |
| 1Y | +10.8% | -46.0% | +56.8% | +14.2% |
| 3Y | +104.8% | -6.5% | +111.2% | +100.7% |
| 5Y | +27.0% | -7.4% | +34.5% | +20.2% |
| All | +27.0% | -10.4% | +37.4% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling