-28.8%
DPZ vs MTCH
-72.9%
+44.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | -7.0% | +9.7% | -16.7% | -8.4% |
| 3M | +11.6% | +21.1% | -9.5% | +8.1% |
| 6M | -15.2% | +37.5% | -52.7% | -19.6% |
| YTD | -17.2% | +31.9% | -49.2% | -21.2% |
| 1Y | -24.8% | +14.6% | -39.4% | -26.9% |
| 3Y | -8.7% | -6.2% | -2.5% | -10.0% |
| All | -28.8% | -72.9% | +44.1% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling