+83.4%
MTUM vs DUOL
+2.7%
+80.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.2% | -2.4% |
| 7D | +1.2% | -8.6% | +9.8% | +2.1% |
| 30D | -1.7% | +7.2% | -8.9% | -2.7% |
| 3M | -0.5% | +19.1% | -19.5% | -3.3% |
| 6M | +22.3% | +52.5% | -30.2% | +14.7% |
| YTD | +21.4% | -17.3% | +38.6% | +22.3% |
| 1Y | +20.0% | -49.2% | +69.3% | +27.6% |
| 3Y | +113.0% | -7.3% | +120.2% | +103.5% |
| 5Y | +77.3% | -16.3% | +93.6% | +56.4% |
| All | +83.4% | +2.7% | +80.7% | +61.4% |
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