-21.3%
DPZ vs MULL
+968.6%
-989.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.1% | -11.3% | -2.0% |
| 7D | +6.6% | -42.7% | +49.3% | +5.6% |
| 30D | +10.3% | -63.8% | +74.0% | +8.6% |
| 3M | -6.2% | -49.0% | +42.9% | -7.0% |
| 6M | +4.2% | -38.2% | +42.4% | +2.7% |
| YTD | -18.4% | +167.0% | -185.4% | -22.7% |
| 1Y | -14.9% | +247.7% | -262.7% | -20.3% |
| All | -21.3% | +968.6% | -989.9% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling