+43.1%
MCO vs DPZ
-12.8%
+56.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.2% |
| 7D | -3.1% | -7.3% | +4.1% | -1.0% |
| 30D | -0.5% | -7.6% | +7.0% | +1.7% |
| 3M | +5.7% | +1.8% | +3.9% | +4.8% |
| 6M | +3.0% | -21.8% | +24.8% | +9.4% |
| YTD | -6.5% | -22.0% | +15.5% | -0.8% |
| 1Y | -5.8% | -28.6% | +22.8% | +2.4% |
| All | +43.1% | -12.8% | +56.0% | +42.0% |
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