-28.8%
DPZ vs MOH
-26.9%
-2.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.0% |
| 6M | -15.2% | +33.8% | -49.0% | -17.9% |
| YTD | -17.2% | +15.7% | -33.0% | -19.3% |
| 1Y | -24.8% | +17.5% | -42.4% | -27.2% |
| 3Y | -8.7% | -35.3% | +26.6% | -8.1% |
| All | -28.8% | -26.9% | -2.0% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling