+114.4%
MTUM vs DUOL
-9.6%
+124.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +0.7% | -7.0% | +7.7% | +1.3% |
| 30D | -2.4% | +6.7% | -9.2% | -3.3% |
| 3M | -3.6% | +16.0% | -19.7% | -6.0% |
| 6M | +23.7% | +45.4% | -21.7% | +16.4% |
| YTD | +22.9% | -18.1% | +41.0% | +24.9% |
| 1Y | +21.8% | -53.6% | +75.3% | +33.3% |
| 3Y | +114.4% | -11.0% | +125.4% | +105.3% |
| All | +114.4% | -9.6% | +124.1% | +105.3% |
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 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