+5,650.9%
DPZ vs MLM
+1,559.6%
+4,091.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.1% | +4.7% |
| 7D | +10.1% | +9.1% | +1.0% | +7.0% |
| 30D | +14.6% | +14.6% | 0.0% | +9.6% |
| 3M | -6.8% | +0.3% | -7.1% | -7.0% |
| 6M | +4.4% | -7.5% | +11.9% | +6.4% |
| YTD | -16.8% | -10.2% | -6.6% | -14.7% |
| 1Y | -14.5% | -10.5% | -4.0% | -12.2% |
| 3Y | -1.1% | +27.8% | -28.9% | -10.5% |
| 5Y | -28.0% | +38.9% | -66.9% | -37.6% |
| 10Y | +130.2% | +211.4% | -81.2% | +33.8% |
| All | +5,650.9% | +1,559.6% | +4,091.3% | +1,617.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling