+138.9%
DPZ vs MKC
+24.3%
+114.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | -2.5% | -7.3% | +4.8% | -0.8% |
| 30D | +12.5% | +4.0% | +8.6% | +11.6% |
| 3M | -5.2% | -11.5% | +6.2% | -2.8% |
| 6M | +8.8% | +1.1% | +7.7% | +8.6% |
| YTD | -18.7% | -29.9% | +11.2% | -13.1% |
| 1Y | -15.7% | -27.0% | +11.3% | -10.7% |
| 3Y | -7.5% | -22.3% | +14.8% | -3.7% |
| 5Y | -30.1% | -36.0% | +5.9% | -25.0% |
| All | +138.9% | +24.3% | +114.6% | +126.7% |
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