+130.9%
DPZ vs MKC
+21.5%
+109.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.7% |
| 7D | +2.2% | -2.4% | +4.6% | +2.7% |
| 30D | +6.7% | +5.4% | +1.3% | +5.6% |
| 3M | -4.5% | -11.1% | +6.6% | -2.2% |
| 6M | +3.3% | -1.4% | +4.7% | +3.6% |
| YTD | -19.4% | -29.4% | +10.0% | -14.0% |
| 1Y | -17.3% | -24.7% | +7.5% | -12.9% |
| 3Y | -8.4% | -21.8% | +13.4% | -4.7% |
| 5Y | -28.2% | -36.0% | +7.8% | -23.0% |
| 10Y | +130.9% | +24.9% | +105.9% | +118.7% |
| All | +130.9% | +21.5% | +109.4% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling