+1,049.8%
MDB vs DPZ
+101.8%
+948.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.2% |
| 7D | -17.4% | -2.5% | -14.9% | -16.5% |
| 30D | -2.0% | -7.0% | +4.9% | +1.0% |
| 3M | -3.0% | +11.6% | -14.6% | -9.3% |
| 6M | +48.7% | -15.2% | +63.9% | +58.7% |
| YTD | -12.1% | -17.2% | +5.1% | -5.9% |
| 1Y | +14.5% | -24.8% | +39.3% | +28.4% |
| 3Y | -6.1% | -8.7% | +2.5% | -9.2% |
| 5Y | -27.3% | -28.9% | +1.6% | -20.5% |
| All | +1,049.8% | +101.8% | +948.0% | +818.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling