-14.3%
MTZ vs DUOL
-38.2%
+23.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +26.0% | -41.4% | -10.3% |
| 7D | -7.4% | +19.3% | -26.7% | -2.4% |
| 30D | -23.6% | +9.6% | -33.2% | -20.3% |
| 3M | -38.3% | +17.1% | -55.4% | -34.9% |
| 6M | -60.6% | +46.3% | -106.9% | -57.6% |
| YTD | -22.9% | -8.1% | -14.8% | -14.6% |
| 1Y | -14.3% | -38.5% | +24.2% | -1.8% |
| All | -14.3% | -38.2% | +23.9% | -1.8% |
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