+155.0%
DPZ vs MTB
+171.4%
-16.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | +1.7% | -4.3% | -2.7% |
| 30D | -7.0% | -4.2% | -2.8% | -6.5% |
| 3M | +11.6% | +8.9% | +2.7% | +10.6% |
| 6M | -15.2% | +10.9% | -26.0% | -16.2% |
| YTD | -17.2% | +21.5% | -38.7% | -19.1% |
| 1Y | -24.8% | +21.9% | -46.8% | -26.6% |
| 3Y | -8.7% | +109.2% | -117.9% | -15.9% |
| 5Y | -28.9% | +102.0% | -130.9% | -34.2% |
| All | +155.0% | +171.4% | -16.4% | +124.0% |
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