+124.0%
DPZ vs MTCH
+166.8%
-42.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | +6.6% | -5.7% | +12.3% | +7.4% |
| 30D | +10.3% | -4.5% | +14.8% | +10.9% |
| 3M | -6.2% | +7.1% | -13.3% | -7.2% |
| 6M | +4.2% | +3.8% | +0.5% | +3.4% |
| YTD | -18.4% | +23.6% | -42.0% | -21.2% |
| 1Y | -14.9% | +22.2% | -37.2% | -17.7% |
| 3Y | -4.6% | +43.6% | -48.2% | -11.2% |
| 5Y | -27.4% | -74.6% | +47.2% | -17.9% |
| All | +124.0% | +166.8% | -42.8% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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