-4.6%
DPZ vs MKC
-18.6%
+14.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -1.2% |
| 7D | +6.6% | +2.3% | +4.2% | +5.9% |
| 30D | +10.3% | +8.1% | +2.2% | +8.1% |
| 3M | -6.2% | -6.4% | +0.3% | -4.7% |
| 6M | +4.2% | +1.8% | +2.4% | +3.8% |
| YTD | -18.4% | -26.9% | +8.5% | -13.1% |
| 1Y | -14.9% | -21.7% | +6.8% | -11.1% |
| 3Y | -4.6% | -18.7% | +14.1% | +2.0% |
| All | -4.6% | -18.6% | +14.0% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling