+22.1%
MMM vs DUOL
+9.2%
+12.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.3% |
| 7D | -3.3% | +5.1% | -8.4% | -3.6% |
| 30D | -7.0% | +14.1% | -21.2% | -7.9% |
| 3M | +10.8% | +41.5% | -30.7% | +8.1% |
| 6M | +5.8% | +60.6% | -54.8% | +2.0% |
| YTD | +6.8% | -12.0% | +18.8% | +7.0% |
| 1Y | +10.4% | -43.4% | +53.7% | +13.4% |
| 3Y | +104.7% | +3.7% | +101.0% | +99.8% |
| 5Y | +23.6% | -5.3% | +28.8% | +16.8% |
| All | +22.1% | +9.2% | +12.8% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling