+23.0%
MDLZ vs DPZ
-28.5%
+51.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.1% | +1.1% |
| 7D | +2.3% | +2.2% | +0.1% | +2.0% |
| 30D | +7.9% | +15.5% | -7.5% | +5.7% |
| 3M | +7.3% | -2.0% | +9.3% | +7.4% |
| 6M | +11.7% | +12.1% | -0.5% | +9.7% |
| YTD | +28.7% | -16.6% | +45.3% | +31.1% |
| 1Y | +22.8% | -14.6% | +37.3% | +24.6% |
| 3Y | +6.6% | -4.1% | +10.7% | +4.6% |
| All | +23.0% | -28.5% | +51.6% | +21.5% |
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 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