-2.5%
DPZ vs MUB
+11.5%
-14.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | -0.1% |
| 7D | +9.5% | +0.9% | +8.6% | +8.7% |
| 30D | +12.8% | +3.8% | +9.0% | +9.8% |
| 3M | -6.2% | -0.7% | -5.6% | -5.4% |
| 6M | +4.3% | -0.8% | +5.0% | +5.2% |
| YTD | -16.6% | 0.0% | -16.6% | -16.3% |
| 1Y | -12.8% | +0.6% | -13.5% | -12.9% |
| All | -2.5% | +11.5% | -14.0% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling