-24.7%
MDB vs DPZ
-28.9%
+4.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.2% |
| 7D | -17.4% | -2.5% | -14.9% | -16.4% |
| 30D | -2.0% | -7.0% | +4.9% | +1.4% |
| 3M | -3.0% | +11.6% | -14.6% | -10.0% |
| 6M | +48.7% | -15.2% | +63.9% | +60.2% |
| YTD | -12.1% | -17.2% | +5.1% | -4.9% |
| 1Y | +14.5% | -24.8% | +39.3% | +31.1% |
| 3Y | -6.1% | -8.7% | +2.5% | -13.7% |
| All | -24.7% | -28.9% | +4.2% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling