+82.2%
MNST vs DUOL
-1.5%
+83.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.5% |
| 7D | -3.6% | -11.8% | +8.2% | -2.9% |
| 30D | -6.3% | +1.5% | -7.8% | -6.4% |
| 3M | -5.0% | +18.1% | -23.1% | -6.0% |
| 6M | +13.1% | +38.7% | -25.5% | +10.6% |
| YTD | +11.8% | -20.7% | +32.4% | +12.6% |
| 1Y | +35.2% | -49.1% | +84.3% | +39.2% |
| 3Y | +52.0% | -11.0% | +63.0% | +46.5% |
| 5Y | +77.9% | -18.0% | +95.8% | +59.4% |
| All | +82.2% | -1.5% | +83.7% | +66.4% |
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