-75.3%
MARA vs DPZ
+145.4%
-220.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.6% |
| 7D | -1.5% | -8.6% | +7.1% | +2.0% |
| 30D | +18.1% | -11.2% | +29.3% | +23.1% |
| 3M | -9.4% | +1.4% | -10.9% | -11.8% |
| 6M | +33.4% | -19.9% | +53.3% | +43.6% |
| YTD | +27.3% | -23.0% | +50.3% | +39.2% |
| 1Y | -27.9% | -28.2% | +0.3% | -19.1% |
| 3Y | +4.8% | -14.2% | +19.0% | +9.6% |
| 5Y | -68.0% | -33.4% | -34.6% | -64.7% |
| All | -75.3% | +145.4% | -220.7% | -75.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling