-7.0%
MDB vs DPZ
-16.8%
+9.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | +11.6% | -2.5% | +14.0% | +11.5% |
| 30D | -8.9% | +12.5% | -21.5% | -9.2% |
| 3M | -22.4% | -5.2% | -17.2% | -22.4% |
| 6M | +10.1% | +8.8% | +1.3% | +10.1% |
| YTD | -19.0% | -18.7% | -0.4% | -24.9% |
| 1Y | -7.0% | -15.7% | +8.7% | -13.0% |
| All | -7.0% | -16.8% | +9.8% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling