+475.5%
MDLZ vs DPZ
+5,341.2%
-4,865.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | +1.7% | +6.6% | -4.9% | +0.6% |
| 30D | +11.2% | +10.3% | +0.9% | +9.5% |
| 3M | +6.1% | -6.2% | +12.3% | +7.1% |
| 6M | +8.6% | +4.2% | +4.3% | +7.5% |
| YTD | +25.8% | -18.4% | +44.2% | +29.2% |
| 1Y | +21.7% | -14.9% | +36.6% | +24.1% |
| 3Y | +5.8% | -4.6% | +10.4% | +4.6% |
| 5Y | +21.4% | -27.4% | +48.8% | +23.7% |
| 10Y | +97.2% | +125.9% | -28.7% | +61.3% |
| All | +475.5% | +5,341.2% | -4,865.7% | +168.3% |
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 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