-28.8%
DPZ vs MDY
+46.2%
-75.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.5% | +0.1% | -2.7% | -2.6% |
| 30D | -7.0% | -1.5% | -5.5% | -6.2% |
| 3M | +11.6% | +0.8% | +10.8% | +10.8% |
| 6M | -15.2% | +7.4% | -22.6% | -19.2% |
| YTD | -17.2% | +15.2% | -32.4% | -24.7% |
| 1Y | -24.8% | +16.5% | -41.4% | -32.2% |
| 3Y | -8.7% | +46.8% | -55.5% | -29.5% |
| All | -28.8% | +46.2% | -75.0% | -46.5% |
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