+1.5%
MUB vs DUOL
-19.0%
+20.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.5% |
| 7D | -0.7% | -11.8% | +11.1% | -0.6% |
| 30D | -2.0% | +1.5% | -3.5% | -2.0% |
| 3M | -2.5% | +18.1% | -20.7% | -2.6% |
| 6M | -2.3% | +38.7% | -41.0% | -2.5% |
| YTD | -1.3% | -20.7% | +19.4% | -1.2% |
| 1Y | +1.1% | -49.1% | +50.2% | +1.4% |
| 3Y | +8.2% | -11.0% | +19.2% | +7.7% |
| All | +1.5% | -19.0% | +20.6% | +0.3% |
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