-2.5%
DPZ vs MTB
+97.1%
-99.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.7% |
| 7D | +9.5% | -1.9% | +11.4% | +9.9% |
| 30D | +12.8% | +0.5% | +12.3% | +12.7% |
| 3M | -6.2% | -12.2% | +6.0% | -3.8% |
| 6M | +4.3% | +3.4% | +0.9% | +3.8% |
| YTD | -16.6% | +11.3% | -27.9% | -18.5% |
| 1Y | -12.8% | +23.3% | -36.1% | -16.6% |
| All | -2.5% | +97.1% | -99.6% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling