-9.3%
MCD vs DPZ
-13.7%
+4.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.5% |
| 7D | -1.6% | +2.2% | -3.9% | -2.4% |
| 30D | +14.1% | +15.5% | -1.4% | +8.9% |
| 3M | +0.6% | -2.0% | +2.6% | +0.8% |
| 6M | 0.0% | +12.1% | -12.1% | -4.4% |
| YTD | -9.3% | -16.6% | +7.3% | -6.3% |
| 1Y | -9.3% | -14.6% | +5.3% | -6.6% |
| All | -9.3% | -13.7% | +4.4% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling