+5,666.8%
DPZ vs MDY
+698.1%
+4,968.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +3.2% |
| 7D | +9.5% | -3.4% | +12.9% | +12.2% |
| 30D | +12.8% | -3.2% | +16.0% | +15.3% |
| 3M | -6.2% | -6.7% | +0.4% | -1.6% |
| 6M | +4.3% | -1.8% | +6.0% | +4.9% |
| YTD | -16.6% | +9.2% | -25.8% | -22.8% |
| 1Y | -12.8% | +11.7% | -24.6% | -20.8% |
| 3Y | -0.8% | +49.5% | -50.3% | -28.7% |
| 5Y | -25.8% | +31.2% | -57.0% | -41.9% |
| 10Y | +130.9% | +174.7% | -43.8% | -13.5% |
| All | +5,666.8% | +698.1% | +4,968.7% | +764.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling