-28.8%
DPZ vs MLM
+41.9%
-70.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.1% |
| 7D | -2.5% | -2.9% | +0.4% | -1.6% |
| 30D | -7.0% | -6.8% | -0.1% | -4.7% |
| 3M | +11.6% | -11.2% | +22.8% | +15.8% |
| 6M | -15.2% | -21.8% | +6.7% | -8.3% |
| YTD | -17.2% | -17.0% | -0.3% | -12.7% |
| 1Y | -24.8% | -16.4% | -8.5% | -21.0% |
| 3Y | -8.7% | +14.5% | -23.1% | -15.4% |
| All | -28.8% | +41.9% | -70.8% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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