-27.5%
DPZ vs MDY
+31.3%
-58.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | +6.6% | -1.7% | +8.2% | +7.5% |
| 30D | +10.3% | -0.9% | +11.2% | +10.8% |
| 3M | -6.2% | -5.7% | -0.4% | -3.0% |
| 6M | +4.2% | -2.9% | +7.2% | +5.5% |
| YTD | -18.4% | +9.8% | -28.2% | -23.9% |
| 1Y | -14.9% | +13.5% | -28.4% | -22.4% |
| 3Y | -4.6% | +51.9% | -56.6% | -29.0% |
| All | -27.5% | +31.3% | -58.8% | -41.3% |
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