+372.6%
MCO vs DPZ
+145.4%
+227.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -7.3% | -8.6% | +1.2% | -5.0% |
| 30D | -1.7% | -11.2% | +9.5% | +1.5% |
| 3M | +3.9% | +1.4% | +2.5% | +3.2% |
| 6M | +3.8% | -19.9% | +23.7% | +9.6% |
| YTD | -7.9% | -23.0% | +15.1% | -1.9% |
| 1Y | -6.8% | -28.2% | +21.4% | +1.0% |
| 3Y | +40.9% | -14.2% | +55.1% | +43.4% |
| 5Y | +27.5% | -33.4% | +60.9% | +35.4% |
| All | +372.6% | +145.4% | +227.2% | +279.5% |
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