+5.8%
MDLZ vs DPZ
-3.1%
+8.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | +1.7% | +6.6% | -4.9% | +0.8% |
| 30D | +11.2% | +10.3% | +0.9% | +9.8% |
| 3M | +6.1% | -6.2% | +12.3% | +6.7% |
| 6M | +8.6% | +4.2% | +4.3% | +7.7% |
| YTD | +25.8% | -18.4% | +44.2% | +27.5% |
| 1Y | +21.7% | -14.9% | +36.6% | +22.8% |
| 3Y | +5.8% | -4.6% | +10.4% | +5.3% |
| All | +5.8% | -3.1% | +8.9% | +5.3% |
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 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