+32.4%
MRSH vs DUOL
+2.7%
+29.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.1% |
| 7D | -5.9% | -8.6% | +2.7% | -5.3% |
| 30D | -7.3% | +7.2% | -14.5% | -7.9% |
| 3M | +6.7% | +19.1% | -12.4% | +5.0% |
| 6M | +3.0% | +52.5% | -49.5% | -0.5% |
| YTD | -2.9% | -17.3% | +14.4% | -2.5% |
| 1Y | -9.0% | -49.2% | +40.3% | -6.0% |
| 3Y | -4.3% | -7.3% | +2.9% | -8.1% |
| 5Y | +19.4% | -16.3% | +35.7% | +8.7% |
| All | +32.4% | +2.7% | +29.7% | +19.7% |
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