+132.0%
DPZ vs MTCH
+163.6%
-31.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.7% | -1.0% |
| 7D | -3.5% | +3.5% | -7.1% | -4.0% |
| 30D | +5.7% | +0.3% | +5.4% | +5.5% |
| 3M | -7.5% | +13.7% | -21.2% | -9.3% |
| 6M | +6.2% | +17.6% | -11.4% | +3.6% |
| YTD | -19.8% | +31.8% | -51.6% | -23.2% |
| 1Y | -18.0% | +29.2% | -47.2% | -21.3% |
| 3Y | -8.8% | +46.7% | -55.5% | -15.4% |
| 5Y | -30.2% | -70.9% | +40.7% | -22.3% |
| 10Y | +132.0% | +155.1% | -23.1% | +81.7% |
| All | +132.0% | +163.6% | -31.6% | +81.7% |
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