-8.2%
DPZ vs MOH
-35.8%
+27.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -7.0% | +2.9% | -9.9% | -7.2% |
| 3M | +11.6% | +4.1% | +7.5% | +11.2% |
| 6M | -15.2% | +33.8% | -49.0% | -17.1% |
| YTD | -17.2% | +15.7% | -33.0% | -18.7% |
| 1Y | -24.8% | +17.5% | -42.4% | -26.6% |
| All | -8.2% | -35.8% | +27.5% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling