-28.9%
DPZ vs MKC
-35.5%
+6.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.4% | +2.2% |
| 7D | +2.2% | -3.0% | +5.2% | +3.1% |
| 30D | +15.5% | +4.8% | +10.7% | +14.1% |
| 3M | -2.0% | -12.8% | +10.8% | +1.4% |
| 6M | +12.1% | +5.0% | +7.1% | +10.9% |
| YTD | -16.6% | -29.1% | +12.5% | -10.1% |
| 1Y | -14.6% | -26.4% | +11.8% | -8.8% |
| 3Y | -4.1% | -21.6% | +17.5% | 0.0% |
| All | -28.9% | -35.5% | +6.7% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling