+49.6%
MP vs DUOL
+9.2%
+40.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.9% |
| 7D | -2.9% | +5.1% | -7.9% | -3.9% |
| 30D | +13.8% | +14.1% | -0.3% | +10.3% |
| 3M | -16.7% | +41.5% | -58.2% | -23.5% |
| 6M | -11.5% | +60.6% | -72.1% | -21.5% |
| YTD | +7.9% | -12.0% | +19.9% | +7.8% |
| 1Y | -15.0% | -43.4% | +28.3% | -8.2% |
| 3Y | +153.5% | +3.7% | +149.8% | +115.5% |
| 5Y | +58.7% | -5.3% | +63.9% | +13.7% |
| All | +49.6% | +9.2% | +40.4% | +4.2% |
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