-5.0%
DPZ vs MOH
-41.6%
+36.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | +3.7% | -2.4% | +6.1% | +3.9% |
| 30D | +8.0% | +3.3% | +4.8% | +7.8% |
| 3M | -4.2% | +3.5% | -7.7% | -4.4% |
| 6M | +4.6% | +9.4% | -4.8% | +3.9% |
| YTD | -18.4% | +17.2% | -35.6% | -19.9% |
| 1Y | -16.8% | +33.7% | -50.5% | -19.2% |
| 3Y | -5.0% | -42.3% | +37.3% | -4.6% |
| All | -5.0% | -41.6% | +36.6% | -4.6% |
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