-19.6%
DPZ vs MULL
+879.3%
-898.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -34.2% | +34.5% | -0.4% |
| 7D | +9.5% | -53.1% | +62.6% | +8.1% |
| 30D | +12.8% | -64.1% | +76.9% | +11.0% |
| 3M | -6.2% | -54.6% | +48.3% | -7.3% |
| 6M | +4.3% | -38.7% | +42.9% | +2.4% |
| YTD | -16.6% | +144.7% | -161.3% | -21.1% |
| 1Y | -12.8% | +220.3% | -233.1% | -18.5% |
| All | -19.6% | +879.3% | -898.9% | -32.1% |
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