+51.9%
MP vs DUOL
+3.5%
+48.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.8% | +2.5% |
| 7D | +3.0% | -7.8% | +10.8% | +4.6% |
| 30D | +8.3% | +11.8% | -3.5% | +5.4% |
| 3M | -3.8% | +24.1% | -27.9% | -9.3% |
| 6M | -4.9% | +43.6% | -48.5% | -13.7% |
| YTD | +9.6% | -16.6% | +26.2% | +10.6% |
| 1Y | -11.7% | -46.0% | +34.3% | -3.8% |
| 3Y | +158.5% | -6.5% | +165.0% | +125.0% |
| 5Y | +68.9% | -7.4% | +76.3% | +21.5% |
| All | +51.9% | +3.5% | +48.4% | +6.9% |
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