+954.3%
MDB vs DPZ
+95.6%
+858.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.1% |
| 7D | +3.0% | -3.5% | +6.5% | +4.7% |
| 30D | -11.3% | +5.7% | -17.0% | -14.2% |
| 3M | -23.0% | -7.5% | -15.5% | -21.0% |
| 6M | +14.8% | +6.2% | +8.5% | +9.3% |
| YTD | -19.4% | -19.8% | +0.3% | -13.0% |
| 1Y | -9.0% | -18.0% | +9.0% | -3.2% |
| 3Y | -10.3% | -8.8% | -1.5% | -13.9% |
| 5Y | -38.4% | -30.2% | -8.2% | -32.3% |
| All | +954.3% | +95.6% | +858.7% | +748.8% |
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 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