+584.1%
MA vs DPZ
+134.3%
+449.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -0.5% | -2.5% | +2.0% | +0.1% |
| 30D | +7.9% | +12.5% | -4.6% | +4.9% |
| 3M | +16.8% | -5.2% | +22.0% | +18.0% |
| 6M | +31.0% | +8.8% | +22.2% | +27.9% |
| YTD | +15.0% | -18.7% | +33.7% | +19.6% |
| 1Y | +17.0% | -15.7% | +32.7% | +20.6% |
| 3Y | +68.5% | -7.5% | +76.0% | +67.3% |
| 5Y | +85.0% | -30.1% | +115.1% | +92.1% |
| All | +584.1% | +134.3% | +449.8% | +440.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling