+5,622.1%
DPZ vs MTB
+391.4%
+5,230.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | +1.7% | -4.3% | -3.0% |
| 30D | -7.0% | -4.2% | -2.8% | -5.9% |
| 3M | +11.6% | +8.9% | +2.7% | +9.1% |
| 6M | -15.2% | +10.9% | -26.0% | -17.6% |
| YTD | -17.2% | +21.5% | -38.7% | -21.8% |
| 1Y | -24.8% | +21.9% | -46.8% | -29.1% |
| 3Y | -8.7% | +109.2% | -117.9% | -27.0% |
| 5Y | -28.9% | +102.0% | -130.9% | -44.3% |
| 10Y | +153.6% | +171.9% | -18.3% | +60.0% |
| All | +5,622.1% | +391.4% | +5,230.8% | +2,646.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling