+339.0%
MCK vs DPZ
-34.6%
+373.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | -2.9% | -8.6% | +5.7% | -1.8% |
| 30D | +0.4% | -11.9% | +12.3% | +2.0% |
| 3M | +12.1% | +0.4% | +11.7% | +12.0% |
| 6M | -5.4% | -19.9% | +14.4% | -3.4% |
| YTD | +7.8% | -24.4% | +32.2% | +10.7% |
| 1Y | +22.9% | -30.4% | +53.4% | +27.3% |
| 3Y | +110.7% | -17.4% | +128.1% | +112.8% |
| All | +339.0% | -34.6% | +373.6% | +362.3% |
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