+694.3%
MPC vs DUOL
+9.2%
+685.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +0.5% |
| 7D | +5.4% | +5.1% | +0.4% | +5.1% |
| 30D | +31.0% | +14.1% | +16.8% | +29.6% |
| 3M | +46.0% | +41.5% | +4.5% | +41.9% |
| 6M | +77.3% | +60.6% | +16.7% | +70.2% |
| YTD | +141.9% | -12.0% | +153.9% | +142.3% |
| 1Y | +120.9% | -43.4% | +164.3% | +127.2% |
| 3Y | +182.7% | +3.7% | +179.0% | +172.2% |
| 5Y | +646.4% | -5.3% | +651.7% | +576.6% |
| All | +694.3% | +9.2% | +685.1% | +635.5% |
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