+132.0%
DPZ vs MDY
+173.8%
-41.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -3.5% | +0.2% | -3.7% | -3.7% |
| 30D | +5.7% | +2.1% | +3.5% | +4.6% |
| 3M | -7.5% | -3.6% | -3.8% | -6.1% |
| 6M | +6.2% | +1.7% | +4.5% | +5.0% |
| YTD | -19.8% | +13.8% | -33.6% | -24.9% |
| 1Y | -18.0% | +15.5% | -33.5% | -23.7% |
| 3Y | -8.8% | +58.3% | -67.1% | -26.6% |
| 5Y | -30.2% | +37.4% | -67.6% | -41.1% |
| 10Y | +132.0% | +171.0% | -39.0% | +50.6% |
| All | +132.0% | +173.8% | -41.8% | +50.6% |
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