-17.0%
MDLN vs DPZ
-25.0%
+8.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.3% | +0.1% |
| 7D | -6.2% | -7.3% | +1.1% | -2.9% |
| 30D | +0.7% | -7.6% | +8.3% | +4.3% |
| 3M | -5.4% | +1.8% | -7.3% | -5.8% |
| 6M | -21.6% | -21.8% | +0.3% | -17.2% |
| YTD | -18.9% | -22.0% | +3.1% | -12.1% |
| All | -17.0% | -25.0% | +8.0% | -6.9% |
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