+906.2%
MU vs DUOL
-16.6%
+922.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.8% | +10.1% | +6.6% |
| 7D | -12.0% | +14.0% | -26.1% | -13.2% |
| 30D | -28.7% | +2.9% | -31.6% | -28.9% |
| 3M | -16.4% | +17.8% | -34.3% | -18.3% |
| 6M | -1.8% | +42.8% | -44.6% | -8.8% |
| YTD | +157.1% | -12.1% | +169.2% | +162.4% |
| 1Y | +208.5% | -23.3% | +231.8% | +224.8% |
| 3Y | +906.2% | -24.0% | +930.2% | +888.9% |
| All | +906.2% | -16.6% | +922.8% | +888.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling