+0.5%
MCHP vs DPZ
-10.0%
+10.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +2.8% | -1.5% | +4.2% | +3.1% |
| 30D | -12.8% | -4.4% | -8.4% | -12.1% |
| 3M | -19.2% | +7.6% | -26.8% | -21.7% |
| 6M | +14.5% | -16.9% | +31.5% | +21.9% |
| YTD | +17.1% | -18.6% | +35.7% | +25.1% |
| 1Y | +15.3% | -26.7% | +42.0% | +29.1% |
| 3Y | +0.5% | -9.3% | +9.8% | -0.9% |
| All | +0.5% | -10.0% | +10.5% | -0.9% |
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