+722.8%
MPC vs DUOL
+16.1%
+706.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.8% | -1.3% | +3.1% |
| 7D | +2.6% | +1.8% | +0.8% | +2.5% |
| 30D | -12.2% | +11.1% | -23.3% | -12.9% |
| 3M | +20.1% | +21.2% | -1.1% | +18.1% |
| 6M | +60.6% | +56.1% | +4.5% | +54.6% |
| YTD | +150.6% | -6.5% | +157.1% | +149.4% |
| 1Y | +104.7% | -15.8% | +120.4% | +105.1% |
| 3Y | +194.5% | -22.4% | +216.9% | +190.5% |
| 5Y | +582.3% | +8.3% | +574.0% | +511.8% |
| All | +722.8% | +16.1% | +706.7% | +657.1% |
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