-8.4%
DPZ vs MTCH
-5.4%
-3.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | -7.0% | +9.7% | -16.7% | -8.2% |
| 3M | +11.6% | +21.1% | -9.5% | +8.7% |
| 6M | -15.2% | +37.5% | -52.7% | -18.8% |
| YTD | -17.2% | +31.9% | -49.2% | -20.5% |
| 1Y | -24.8% | +14.6% | -39.4% | -26.6% |
| All | -8.4% | -5.4% | -3.0% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling