+97.7%
MTZ vs DUOL
-5.7%
+103.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.8% | -0.1% | +4.2% |
| 7D | +12.9% | +1.8% | +11.1% | +12.7% |
| 30D | -8.5% | +11.1% | -19.6% | -10.0% |
| 3M | -30.6% | +21.2% | -51.8% | -32.8% |
| 6M | -55.1% | +56.1% | -111.2% | -58.6% |
| YTD | -13.0% | -6.5% | -6.5% | -13.9% |
| 1Y | -4.3% | -15.8% | +11.5% | -3.8% |
| 3Y | +284.0% | -22.4% | +306.5% | +279.1% |
| 5Y | +97.7% | +8.3% | +89.3% | +86.3% |
| All | +97.7% | -5.7% | +103.4% | +86.3% |
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