+93.8%
MNST vs DUOL
+11.3%
+82.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.6% |
| 7D | -4.7% | +0.3% | -5.0% | -4.8% |
| 30D | +5.2% | +12.4% | -7.1% | +4.3% |
| 3M | -0.9% | +16.9% | -17.8% | -2.0% |
| 6M | +6.1% | +48.5% | -42.4% | +3.4% |
| YTD | +18.9% | -10.3% | +29.2% | +18.6% |
| 1Y | +29.3% | -15.6% | +44.9% | +29.4% |
| 3Y | +64.9% | -25.6% | +90.5% | +61.6% |
| 5Y | +98.0% | +1.5% | +96.5% | +75.2% |
| All | +93.8% | +11.3% | +82.5% | +75.4% |
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 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