-11.6%
MDB vs DPZ
-4.7%
-6.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.2% |
| 7D | +6.8% | +2.2% | +4.6% | +6.3% |
| 30D | -6.2% | +15.5% | -21.7% | -9.6% |
| 3M | -29.2% | -2.0% | -27.2% | -29.1% |
| 6M | +10.3% | +12.1% | -1.9% | +6.4% |
| YTD | -20.4% | -16.6% | -3.8% | -17.5% |
| 1Y | -4.8% | -14.6% | +9.8% | -2.5% |
| 3Y | -11.6% | -4.1% | -7.4% | -18.0% |
| All | -11.6% | -4.7% | -6.9% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling