+1,010.1%
MDB vs DPZ
+98.5%
+911.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.6% |
| 7D | -18.0% | -1.5% | -16.6% | -17.5% |
| 30D | -10.7% | -4.4% | -6.3% | -9.1% |
| 3M | +1.0% | +7.6% | -6.7% | -3.7% |
| 6M | +31.6% | -16.9% | +48.6% | +42.0% |
| YTD | -15.2% | -18.6% | +3.4% | -8.3% |
| 1Y | +10.1% | -26.7% | +36.8% | +25.1% |
| 3Y | -5.6% | -9.3% | +3.7% | -8.5% |
| 5Y | -24.5% | -31.0% | +6.5% | -16.2% |
| All | +1,010.1% | +98.5% | +911.6% | +794.3% |
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