+37.5%
MTZ vs DUOL
-48.8%
+86.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -2.7% |
| 7D | +2.3% | -11.8% | +14.1% | +1.2% |
| 30D | -10.3% | +1.5% | -11.8% | -10.0% |
| 3M | -31.8% | +18.1% | -50.0% | -31.3% |
| 6M | -19.2% | +38.7% | -57.8% | -19.3% |
| YTD | +10.7% | -20.7% | +31.4% | +16.7% |
| 1Y | +37.5% | -49.1% | +86.6% | +56.7% |
| All | +37.5% | -48.8% | +86.4% | +56.7% |
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 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