+23.4%
MCD vs DPZ
-28.4%
+51.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -1.9% | -3.5% | +1.6% | -1.1% |
| 30D | +16.6% | +5.7% | +10.9% | +15.2% |
| 3M | +0.9% | -7.5% | +8.4% | +2.5% |
| 6M | +1.5% | +6.2% | -4.7% | -0.2% |
| YTD | -8.3% | -19.8% | +11.5% | -4.8% |
| 1Y | -8.1% | -18.0% | +9.8% | -5.0% |
| 3Y | +10.3% | -8.8% | +19.1% | +10.3% |
| 5Y | +23.4% | -30.2% | +53.6% | +29.1% |
| All | +23.4% | -28.4% | +51.8% | +29.1% |
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 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