-4.1%
DPZ vs MTB
+106.3%
-110.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +2.2% | +1.5% | +0.7% | +1.9% |
| 30D | +15.5% | +2.3% | +13.1% | +14.9% |
| 3M | -2.0% | -12.1% | +10.1% | +0.5% |
| 6M | +12.1% | +9.8% | +2.3% | +10.4% |
| YTD | -16.6% | +12.0% | -28.6% | -18.6% |
| 1Y | -14.6% | +22.0% | -36.6% | -18.0% |
| 3Y | -4.1% | +107.6% | -111.8% | -15.5% |
| All | -4.1% | +106.3% | -110.4% | -15.5% |
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 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