-16.2%
DPZ vs MTB
+23.3%
-39.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.7% |
| 7D | +3.7% | -0.8% | +4.4% | +3.9% |
| 30D | +8.0% | +2.4% | +5.6% | +7.3% |
| 3M | -4.2% | -10.5% | +6.3% | -1.8% |
| 6M | +4.6% | +6.4% | -1.8% | +4.6% |
| YTD | -18.4% | +12.8% | -31.2% | -23.0% |
| All | -16.2% | +23.3% | -39.5% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling