+984.0%
MU vs DUOL
+11.3%
+972.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.1% |
| 7D | +21.6% | +0.3% | +21.4% | +21.6% |
| 30D | -16.2% | +12.4% | -28.6% | -17.8% |
| 3M | -12.4% | +16.9% | -29.3% | -15.0% |
| 6M | +4.2% | +48.5% | -44.3% | -4.3% |
| YTD | +180.0% | -10.3% | +190.3% | +177.5% |
| 1Y | +226.4% | -15.6% | +242.0% | +227.1% |
| 3Y | +969.7% | -25.6% | +995.3% | +950.6% |
| 5Y | +957.9% | +1.5% | +956.4% | +764.9% |
| All | +984.0% | +11.3% | +972.6% | +786.4% |
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