+920.8%
MDB vs DPZ
+99.0%
+821.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.7% | +4.7% |
| 7D | -0.9% | +3.7% | -4.6% | -2.8% |
| 30D | -15.2% | +8.0% | -23.2% | -18.8% |
| 3M | -17.9% | -4.2% | -13.7% | -17.1% |
| 6M | +9.3% | +4.6% | +4.7% | +5.0% |
| YTD | -22.0% | -18.4% | -3.6% | -16.4% |
| 1Y | -9.3% | -16.8% | +7.4% | -4.3% |
| 3Y | -10.4% | -5.0% | -5.4% | -15.8% |
| 5Y | -43.2% | -27.8% | -15.4% | -38.6% |
| All | +920.8% | +99.0% | +821.8% | +715.3% |
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 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