-28.6%
DPZ vs MOH
+9.6%
-38.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.1% |
| 7D | -7.3% | -4.2% | -3.1% | -7.0% |
| 30D | -7.6% | -2.4% | -5.2% | -7.4% |
| 3M | +1.8% | -4.4% | +6.2% | +2.0% |
| 6M | -21.8% | +32.9% | -54.8% | -23.2% |
| YTD | -22.0% | +11.9% | -33.9% | -23.2% |
| 1Y | -28.6% | +6.9% | -35.5% | -30.6% |
| All | -28.6% | +9.6% | -38.2% | -30.6% |
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