-4.6%
DPZ vs MDY
+50.6%
-55.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | +6.6% | -1.7% | +8.2% | +7.4% |
| 30D | +10.3% | -0.9% | +11.2% | +10.7% |
| 3M | -6.2% | -5.7% | -0.4% | -3.5% |
| 6M | +4.2% | -2.9% | +7.2% | +5.3% |
| YTD | -18.4% | +9.8% | -28.2% | -23.5% |
| 1Y | -14.9% | +13.5% | -28.4% | -21.8% |
| 3Y | -4.6% | +51.9% | -56.6% | -25.6% |
| All | -4.6% | +50.6% | -55.2% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling