-82.2%
MARA vs DPZ
+140.2%
-222.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.5% | -3.9% |
| 7D | +10.1% | +2.2% | +7.9% | +9.0% |
| 30D | -15.1% | +15.5% | -30.6% | -20.2% |
| 3M | -24.1% | -2.0% | -22.1% | -24.6% |
| 6M | -45.2% | +12.1% | -57.3% | -49.3% |
| YTD | -22.2% | -16.6% | -5.6% | -18.2% |
| 1Y | -45.3% | -14.6% | -30.7% | -43.2% |
| 3Y | -23.9% | -4.1% | -19.7% | -24.3% |
| 5Y | -90.8% | -28.3% | -62.5% | -90.2% |
| All | -82.2% | +140.2% | -222.4% | -82.6% |
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 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