+99.0%
MNST vs DUOL
+0.2%
+98.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.7% | +0.1% |
| 7D | -5.0% | +14.0% | -19.0% | -5.9% |
| 30D | +4.6% | +2.9% | +1.7% | +4.2% |
| 3M | +1.0% | +17.8% | -16.8% | -0.3% |
| 6M | +5.8% | +42.8% | -37.1% | +2.9% |
| YTD | +19.1% | -12.1% | +31.2% | +19.0% |
| 1Y | +30.9% | -23.3% | +54.2% | +31.9% |
| 3Y | +65.7% | -24.0% | +89.7% | +61.2% |
| 5Y | +99.0% | +5.1% | +93.8% | +78.8% |
| All | +99.0% | +0.2% | +98.7% | +78.8% |
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