+127.0%
MP vs DUOL
-0.2%
+127.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.8% | +4.7% |
| 7D | -10.5% | +21.9% | -32.4% | -12.7% |
| 30D | -23.5% | +5.7% | -29.3% | -24.1% |
| 3M | -25.4% | +30.9% | -56.3% | -28.1% |
| 6M | -51.3% | +52.8% | -104.0% | -54.6% |
| YTD | -29.9% | -8.6% | -21.3% | -30.2% |
| 1Y | -31.8% | -17.2% | -14.6% | -31.1% |
| 3Y | +127.0% | +2.0% | +125.0% | +122.6% |
| All | +127.0% | -0.2% | +127.2% | +122.6% |
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