+10.5%
MCD vs DPZ
-3.1%
+13.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | 0.0% |
| 7D | +7.1% | +6.6% | +0.6% | +5.5% |
| 30D | +19.8% | +10.3% | +9.5% | +17.0% |
| 3M | +0.8% | -6.2% | +7.0% | +2.0% |
| 6M | -1.3% | +4.2% | -5.6% | -2.7% |
| YTD | -7.8% | -18.4% | +10.6% | -4.8% |
| 1Y | -5.0% | -14.9% | +10.0% | -2.7% |
| 3Y | +10.5% | -4.6% | +15.2% | +14.1% |
| All | +10.5% | -3.1% | +13.7% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling