+137.3%
MTZ vs DUOL
-1.5%
+138.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.7% |
| 7D | +2.3% | -11.8% | +14.1% | +3.7% |
| 30D | -10.3% | +1.5% | -11.8% | -10.8% |
| 3M | -31.8% | +18.1% | -50.0% | -34.1% |
| 6M | -19.2% | +38.7% | -57.8% | -24.2% |
| YTD | +10.7% | -20.7% | +31.4% | +12.2% |
| 1Y | +37.5% | -49.1% | +86.6% | +47.7% |
| 3Y | +162.4% | -11.0% | +173.4% | +156.6% |
| 5Y | +166.3% | -18.0% | +184.3% | +140.9% |
| All | +137.3% | -1.5% | +138.8% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling