+2.9%
MUB vs DUOL
+3.2%
-0.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +2.4% | +12.4% | -9.9% | +2.3% |
| 3M | -1.1% | +16.9% | -18.0% | -1.2% |
| 6M | -1.0% | +48.5% | -49.5% | -1.3% |
| YTD | -0.3% | -10.3% | +10.0% | -0.4% |
| 1Y | 0.0% | -15.6% | +15.6% | 0.0% |
| 3Y | +10.2% | -25.6% | +35.7% | +9.8% |
| 5Y | +2.9% | +1.5% | +1.4% | +1.4% |
| All | +2.9% | +3.2% | -0.3% | +1.4% |
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 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