+166.4%
MTZ vs DUOL
-10.4%
+176.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.2% | +9.0% | +4.4% |
| 7D | +3.6% | -7.8% | +11.3% | +4.5% |
| 30D | -9.6% | +11.8% | -21.5% | -11.2% |
| 3M | -31.9% | +24.1% | -56.0% | -34.6% |
| 6M | -13.8% | +43.6% | -57.4% | -19.5% |
| YTD | +13.3% | -16.6% | +29.8% | +14.1% |
| 1Y | +39.3% | -46.0% | +85.3% | +48.6% |
| 3Y | +168.3% | -6.5% | +174.8% | +161.4% |
| 5Y | +166.4% | -7.4% | +173.8% | +139.1% |
| All | +166.4% | -10.4% | +176.8% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling