-14.9%
DPZ vs MDY
+12.3%
-27.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +6.6% | -1.7% | +8.2% | +6.8% |
| 30D | +10.3% | -0.9% | +11.2% | +10.4% |
| 3M | -6.2% | -5.7% | -0.4% | -5.4% |
| 6M | +4.2% | -2.9% | +7.2% | +4.4% |
| YTD | -18.4% | +9.8% | -28.2% | -22.9% |
| 1Y | -14.9% | +13.5% | -28.4% | -21.2% |
| All | -14.9% | +12.3% | -27.3% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling