+73.1%
MA vs DPZ
-28.9%
+102.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -2.7% | -2.5% | -0.2% | -2.1% |
| 30D | +1.5% | -7.0% | +8.5% | +3.3% |
| 3M | +20.4% | +11.6% | +8.8% | +16.9% |
| 6M | +11.1% | -15.2% | +26.3% | +14.9% |
| YTD | +2.0% | -17.2% | +19.2% | +5.8% |
| 1Y | -2.2% | -24.8% | +22.7% | +4.0% |
| 3Y | +41.9% | -8.7% | +50.6% | +40.7% |
| All | +73.1% | -28.9% | +102.0% | +85.6% |
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