-14.5%
DPZ vs MOH
+53.5%
-68.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.9% | -3.5% | +4.6% |
| 7D | +10.1% | +14.3% | -4.2% | +8.8% |
| 30D | +14.6% | +16.7% | -2.1% | +13.1% |
| 3M | -6.8% | +18.3% | -25.1% | -8.0% |
| 6M | +4.4% | +15.8% | -11.4% | +3.0% |
| YTD | -16.8% | +30.5% | -47.3% | -19.8% |
| 1Y | -14.5% | +49.3% | -63.7% | -20.0% |
| All | -14.5% | +53.5% | -68.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling