+145.0%
DPZ vs MTB
+115.1%
+29.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.5% |
| 7D | +2.2% | +1.5% | +0.7% | +2.0% |
| 30D | +15.5% | +2.3% | +13.1% | +15.2% |
| 3M | -2.0% | -12.1% | +10.1% | -0.6% |
| 6M | +12.1% | +9.8% | +2.3% | +11.0% |
| YTD | -16.6% | +12.0% | -28.6% | -17.7% |
| 1Y | -14.6% | +22.0% | -36.6% | -16.5% |
| 3Y | -4.1% | +107.6% | -111.8% | -11.4% |
| 5Y | -28.3% | +61.9% | -90.2% | -32.4% |
| All | +145.0% | +115.1% | +29.9% | +140.8% |
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