-20.2%
DPZ vs MULL
+2,561.4%
-2,581.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.8% | -13.5% | -1.5% |
| 7D | -2.5% | +17.3% | -19.9% | -2.3% |
| 30D | -7.0% | +23.5% | -30.5% | -6.6% |
| 3M | +11.6% | -24.0% | +35.6% | +12.0% |
| 6M | -15.2% | +276.7% | -291.9% | -16.9% |
| YTD | -17.2% | +565.1% | -582.3% | -20.5% |
| 1Y | -24.8% | +2,802.6% | -2,827.4% | -32.9% |
| All | -20.2% | +2,561.4% | -2,581.6% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling