+199.5%
MCHP vs DPZ
+141.0%
+58.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.2% |
| 7D | 0.0% | -8.6% | +8.7% | +2.9% |
| 30D | -6.0% | -11.9% | +5.9% | -2.4% |
| 3M | -19.7% | +0.4% | -20.1% | -21.1% |
| 6M | +14.0% | -19.9% | +33.9% | +20.9% |
| YTD | +18.4% | -24.4% | +42.8% | +27.5% |
| 1Y | +17.1% | -30.4% | +47.6% | +29.9% |
| 3Y | +0.7% | -17.4% | +18.1% | +3.7% |
| 5Y | +5.1% | -34.6% | +39.7% | +14.7% |
| All | +199.5% | +141.0% | +58.4% | +126.8% |
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