+88.5%
MA vs DPZ
-28.5%
+117.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.7% |
| 7D | +1.3% | +2.2% | -0.9% | +0.7% |
| 30D | +9.6% | +15.5% | -5.9% | +5.6% |
| 3M | +16.8% | -2.0% | +18.8% | +17.1% |
| 6M | +35.2% | +12.1% | +23.0% | +30.7% |
| YTD | +16.6% | -16.6% | +33.1% | +20.8% |
| 1Y | +19.8% | -14.6% | +34.4% | +23.3% |
| 3Y | +70.7% | -4.1% | +74.8% | +66.5% |
| All | +88.5% | -28.5% | +117.1% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling