+155.0%
DPZ vs MUB
+17.9%
+137.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | -0.9% | -1.7% | -2.0% |
| 30D | -7.0% | -1.4% | -5.5% | -6.1% |
| 3M | +11.6% | -2.2% | +13.8% | +13.1% |
| 6M | -15.2% | -1.9% | -13.3% | -14.2% |
| YTD | -17.2% | -0.8% | -16.5% | -16.8% |
| 1Y | -24.8% | +2.7% | -27.6% | -26.1% |
| 3Y | -8.7% | +8.6% | -17.3% | -13.2% |
| 5Y | -28.9% | +2.0% | -31.0% | -30.6% |
| All | +155.0% | +17.9% | +137.1% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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