+121.1%
DPZ vs MDY
+180.7%
-59.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.4% |
| 7D | +3.7% | +0.7% | +3.0% | +3.3% |
| 30D | +8.0% | +1.3% | +6.7% | +7.3% |
| 3M | -4.2% | -4.1% | -0.1% | -2.5% |
| 6M | +4.6% | +1.0% | +3.6% | +3.8% |
| YTD | -18.4% | +13.3% | -31.7% | -23.5% |
| 1Y | -16.8% | +15.7% | -32.5% | -22.7% |
| 3Y | -5.0% | +59.6% | -64.6% | -23.8% |
| 5Y | -27.8% | +36.3% | -64.1% | -38.8% |
| 10Y | +121.1% | +173.6% | -52.6% | +48.6% |
| All | +121.1% | +180.7% | -59.7% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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