+429.5%
MDLZ vs DPZ
+5,417.8%
-4,988.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -1.7% | -2.5% | +0.8% | -1.3% |
| 30D | -2.1% | -7.0% | +4.9% | -1.0% |
| 3M | +1.3% | +11.6% | -10.3% | -0.6% |
| 6M | +6.2% | -15.2% | +21.4% | +8.6% |
| YTD | +15.8% | -17.2% | +33.0% | +18.7% |
| 1Y | +4.1% | -24.8% | +29.0% | +8.3% |
| 3Y | -4.1% | -8.7% | +4.6% | -4.5% |
| 5Y | +13.4% | -28.9% | +42.3% | +15.9% |
| 10Y | +75.7% | +153.6% | -77.9% | +41.1% |
| All | +429.5% | +5,417.8% | -4,988.2% | +146.5% |
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