-28.9%
DPZ vs MTCH
-70.4%
+41.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +2.2% | +6.7% | -4.4% | +1.1% |
| 30D | +15.5% | -1.8% | +17.3% | +15.7% |
| 3M | -2.0% | +12.2% | -14.2% | -4.1% |
| 6M | +12.1% | +16.6% | -4.5% | +8.9% |
| YTD | -16.6% | +31.8% | -48.4% | -20.9% |
| 1Y | -14.6% | +30.8% | -45.4% | -19.0% |
| 3Y | -4.1% | +49.6% | -53.8% | -13.1% |
| All | -28.9% | -70.4% | +41.5% | -8.3% |
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