+875.5%
MDB vs DPZ
+99.0%
+776.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.7% |
| 7D | -11.4% | +6.6% | -17.9% | -14.3% |
| 30D | -13.8% | +10.3% | -24.1% | -18.4% |
| 3M | -15.5% | -6.2% | -9.3% | -13.8% |
| 6M | +17.9% | +4.2% | +13.7% | +13.5% |
| YTD | -25.5% | -18.4% | -7.1% | -20.2% |
| 1Y | -12.1% | -14.9% | +2.8% | -8.3% |
| 3Y | -5.9% | -4.6% | -1.2% | -11.7% |
| 5Y | -43.7% | -27.4% | -16.3% | -39.2% |
| All | +875.5% | +99.0% | +776.4% | +679.0% |
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 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