-2.9%
MP vs DUOL
+13.5%
-16.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.8% | +4.6% |
| 7D | -10.5% | +21.9% | -32.4% | -14.5% |
| 30D | -23.5% | +5.7% | -29.3% | -24.9% |
| 3M | -25.4% | +30.9% | -56.3% | -30.2% |
| 6M | -51.3% | +52.8% | -104.0% | -56.6% |
| YTD | -29.9% | -8.6% | -21.3% | -31.1% |
| 1Y | -31.8% | -17.2% | -14.6% | -31.6% |
| 3Y | +127.0% | +2.0% | +125.0% | +93.8% |
| 5Y | -3.3% | +4.4% | -7.6% | -31.2% |
| All | -2.9% | +13.5% | -16.3% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling