-14.5%
DPZ vs MULL
+444.9%
-459.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -13.8% | +19.2% | +4.7% |
| 7D | +10.1% | -35.9% | +46.0% | +7.9% |
| 30D | +14.6% | -47.3% | +61.9% | +11.5% |
| 3M | -6.8% | -30.6% | +23.8% | -7.7% |
| 6M | +4.4% | +13.7% | -9.3% | +7.0% |
| YTD | -16.8% | +272.1% | -288.9% | -12.6% |
| 1Y | -14.5% | +475.1% | -489.5% | -8.3% |
| All | -14.5% | +444.9% | -459.3% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling