+121.5%
MRK vs DUOL
+3.5%
+118.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -1.3% |
| 7D | -0.9% | -7.8% | +6.9% | -1.1% |
| 30D | +15.5% | +11.8% | +3.6% | +15.7% |
| 3M | +25.1% | +24.1% | +1.0% | +25.8% |
| 6M | +30.1% | +43.6% | -13.5% | +31.3% |
| YTD | +43.1% | -16.6% | +59.7% | +43.5% |
| 1Y | +82.5% | -46.0% | +128.5% | +82.2% |
| 3Y | +49.3% | -6.5% | +55.8% | +49.1% |
| 5Y | +130.3% | -7.4% | +137.7% | +127.7% |
| All | +121.5% | +3.5% | +118.0% | +117.9% |
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