-28.2%
DPZ vs MKC
-35.1%
+6.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | +2.2% | -2.4% | +4.6% | +2.9% |
| 30D | +6.7% | +5.4% | +1.3% | +5.3% |
| 3M | -4.5% | -11.1% | +6.6% | -1.7% |
| 6M | +3.3% | -1.4% | +4.7% | +3.7% |
| YTD | -19.4% | -29.4% | +10.0% | -13.1% |
| 1Y | -17.3% | -24.7% | +7.5% | -12.2% |
| 3Y | -8.4% | -21.8% | +13.4% | -4.4% |
| 5Y | -28.2% | -36.0% | +7.8% | -14.3% |
| All | -28.2% | -35.1% | +6.9% | -14.3% |
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