+1,814.4%
MCD vs DPZ
+5,460.8%
-3,646.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +8.0% | +9.5% | -1.5% | +6.2% |
| 30D | +19.6% | +12.8% | +6.8% | +16.9% |
| 3M | +2.2% | -6.2% | +8.4% | +3.3% |
| 6M | -1.1% | +4.3% | -5.4% | -2.2% |
| YTD | -7.2% | -16.6% | +9.4% | -4.5% |
| 1Y | -6.7% | -12.8% | +6.1% | -4.8% |
| 3Y | +11.6% | -0.8% | +12.4% | +10.0% |
| 5Y | +22.6% | -25.8% | +48.4% | +25.6% |
| 10Y | +218.4% | +130.9% | +87.5% | +157.6% |
| All | +1,814.4% | +5,460.8% | -3,646.5% | +740.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling