+74.7%
MRK vs DUOL
-51.5%
+126.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.6% |
| 7D | -4.3% | -7.0% | +2.7% | -4.7% |
| 30D | +8.3% | +6.7% | +1.6% | +9.0% |
| 3M | +20.0% | +16.0% | +4.0% | +22.3% |
| 6M | +25.7% | +45.4% | -19.7% | +32.0% |
| YTD | +38.7% | -18.1% | +56.9% | +40.1% |
| 1Y | +74.7% | -53.6% | +128.2% | +67.3% |
| All | +74.7% | -51.5% | +126.2% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling