+1,816.4%
MCO vs DPZ
+5,417.8%
-3,601.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | -4.2% | -2.5% | -1.6% | -3.3% |
| 30D | +2.2% | -7.0% | +9.2% | +4.7% |
| 3M | +10.1% | +11.6% | -1.5% | +5.5% |
| 6M | +5.3% | -15.2% | +20.4% | +10.6% |
| YTD | -2.7% | -17.2% | +14.5% | +2.9% |
| 1Y | -0.4% | -24.8% | +24.5% | +8.8% |
| 3Y | +49.0% | -8.7% | +57.7% | +48.6% |
| 5Y | +33.6% | -28.9% | +62.6% | +42.8% |
| 10Y | +395.3% | +153.6% | +241.7% | +203.9% |
| All | +1,816.4% | +5,417.8% | -3,601.4% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling