+163.8%
MPC vs DUOL
-0.2%
+164.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.3% |
| 7D | -16.2% | +21.9% | -38.1% | -16.8% |
| 30D | -15.7% | +5.7% | -21.5% | -15.7% |
| 3M | +24.9% | +30.9% | -6.0% | +23.1% |
| 6M | +52.7% | +52.8% | -0.1% | +48.3% |
| YTD | +131.9% | -8.6% | +140.4% | +132.5% |
| 1Y | +96.6% | -17.2% | +113.8% | +98.4% |
| 3Y | +163.8% | +2.0% | +161.8% | +170.1% |
| All | +163.8% | -0.2% | +164.0% | +170.1% |
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 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