-14.6%
DPZ vs MKC
-25.8%
+11.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.4% | +2.2% |
| 7D | +2.2% | -3.0% | +5.2% | +3.2% |
| 30D | +15.5% | +4.8% | +10.7% | +14.2% |
| 3M | -2.0% | -12.8% | +10.8% | +1.3% |
| 6M | +12.1% | +5.0% | +7.1% | +12.3% |
| YTD | -16.6% | -29.1% | +12.5% | -13.6% |
| 1Y | -14.6% | -26.4% | +11.8% | -12.5% |
| All | -14.6% | -25.8% | +11.2% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling