+159.3%
MP vs DUOL
-20.2%
+179.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.0% | -1.5% | +2.9% |
| 7D | +9.5% | +3.0% | +6.4% | +9.0% |
| 30D | -3.0% | +18.3% | -21.3% | -5.2% |
| 3M | -30.4% | +14.7% | -45.1% | -31.9% |
| 6M | -39.2% | +57.5% | -96.6% | -43.9% |
| YTD | -23.3% | -5.8% | -17.5% | -23.9% |
| 1Y | -32.6% | -11.4% | -21.3% | -32.4% |
| 3Y | +159.3% | -22.5% | +181.8% | +151.9% |
| All | +159.3% | -20.2% | +179.4% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling