-8.4%
DPZ vs MUB
+10.5%
-18.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +2.2% | +0.6% | +1.5% | +1.7% |
| 30D | +6.7% | +3.4% | +3.3% | +4.2% |
| 3M | -4.5% | -0.7% | -3.8% | -3.6% |
| 6M | +3.3% | -1.0% | +4.3% | +4.5% |
| YTD | -19.4% | 0.0% | -19.4% | -19.1% |
| 1Y | -17.3% | +0.4% | -17.6% | -17.2% |
| 3Y | -8.4% | +10.5% | -18.9% | -14.8% |
| All | -8.4% | +10.5% | -18.9% | -14.8% |
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