+72.1%
MA vs DPZ
-3.1%
+75.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +2.3% | +6.6% | -4.3% | +0.9% |
| 30D | +14.7% | +10.3% | +4.4% | +12.2% |
| 3M | +13.5% | -6.2% | +19.7% | +14.9% |
| 6M | +33.1% | +4.2% | +28.9% | +31.3% |
| YTD | +15.1% | -18.4% | +33.5% | +18.9% |
| 1Y | +18.7% | -14.9% | +33.7% | +21.4% |
| 3Y | +72.1% | -4.6% | +76.7% | +75.1% |
| All | +72.1% | -3.1% | +75.2% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling