-13.2%
MCHP vs DPZ
-4.7%
-8.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.1% |
| 7D | +5.7% | +2.2% | +3.5% | +5.3% |
| 30D | -13.4% | +15.5% | -28.9% | -15.8% |
| 3M | -20.1% | -2.0% | -18.1% | -19.9% |
| 6M | -35.5% | +12.1% | -47.7% | -38.2% |
| YTD | -1.6% | -16.6% | +15.0% | +4.6% |
| 1Y | +15.5% | -14.6% | +30.1% | +21.3% |
| 3Y | -13.2% | -4.1% | -9.0% | -10.9% |
| All | -13.2% | -4.7% | -8.5% | -10.9% |
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