-28.9%
DPZ vs MDY
+34.6%
-63.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | +2.2% | +2.3% | 0.0% | +0.8% |
| 30D | +15.5% | +2.0% | +13.5% | +14.0% |
| 3M | -2.0% | -5.6% | +3.6% | +1.2% |
| 6M | +12.1% | +1.3% | +10.9% | +10.6% |
| YTD | -16.6% | +12.3% | -28.9% | -23.2% |
| 1Y | -14.6% | +15.8% | -30.4% | -22.9% |
| 3Y | -4.1% | +56.5% | -60.6% | -29.9% |
| All | -28.9% | +34.6% | -63.4% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling