+121.1%
DPZ vs MTB
+136.2%
-15.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.3% |
| 7D | +3.7% | -0.8% | +4.4% | +3.8% |
| 30D | +8.0% | +2.4% | +5.6% | +7.7% |
| 3M | -4.2% | -10.5% | +6.3% | -3.0% |
| 6M | +4.6% | +6.4% | -1.8% | +3.9% |
| YTD | -18.4% | +12.8% | -31.2% | -19.6% |
| 1Y | -16.8% | +23.3% | -40.0% | -18.7% |
| 3Y | -5.0% | +108.2% | -113.3% | -12.1% |
| 5Y | -27.8% | +68.6% | -96.4% | -32.0% |
| 10Y | +121.1% | +125.3% | -4.2% | +133.5% |
| All | +121.1% | +136.2% | -15.1% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling