-14.9%
DPZ vs MULL
+248.8%
-263.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.1% | -11.3% | -1.7% |
| 7D | +6.6% | -42.7% | +49.3% | +4.1% |
| 30D | +10.3% | -63.8% | +74.0% | +5.7% |
| 3M | -6.2% | -49.0% | +42.9% | -8.2% |
| 6M | +4.2% | -38.2% | +42.4% | +4.7% |
| YTD | -18.4% | +167.0% | -185.4% | -16.0% |
| 1Y | -14.9% | +247.7% | -262.7% | -11.4% |
| All | -14.9% | +248.8% | -263.8% | -11.4% |
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