-25.8%
DPZ vs MUB
+3.2%
-29.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | -0.1% |
| 7D | +9.5% | +0.9% | +8.6% | +8.6% |
| 30D | +12.8% | +3.8% | +9.0% | +9.0% |
| 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% | -16.4% |
| 1Y | -12.8% | +0.6% | -13.5% | -13.2% |
| 3Y | -0.8% | +11.4% | -12.2% | -11.7% |
| 5Y | -25.8% | +3.1% | -28.9% | -23.4% |
| All | -25.8% | +3.2% | -29.0% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling