+229.2%
MXL vs DUOL
-9.6%
+238.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.6% | +7.7% |
| 7D | +18.9% | -7.0% | +25.8% | +20.2% |
| 30D | +0.3% | +6.7% | -6.4% | -2.1% |
| 3M | -8.0% | +16.0% | -24.1% | -14.5% |
| 6M | +341.2% | +45.4% | +295.8% | +278.5% |
| YTD | +327.8% | -18.1% | +346.0% | +331.1% |
| 1Y | +364.9% | -53.6% | +418.5% | +451.1% |
| 3Y | +229.2% | -11.0% | +240.2% | +201.1% |
| All | +229.2% | -9.6% | +238.9% | +201.1% |
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