+40.6%
MDT vs DPZ
+143.2%
-102.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +0.1% |
| 7D | -0.3% | -7.3% | +7.0% | +0.8% |
| 30D | +2.8% | -7.6% | +10.4% | +4.0% |
| 3M | +13.1% | +1.8% | +11.3% | +12.6% |
| 6M | +2.3% | -21.8% | +24.2% | +5.8% |
| YTD | -2.7% | -22.0% | +19.3% | +0.5% |
| 1Y | +0.9% | -28.6% | +29.5% | +5.5% |
| 3Y | +26.8% | -13.1% | +39.9% | +27.3% |
| 5Y | -19.5% | -33.2% | +13.8% | -17.7% |
| 10Y | +40.6% | +147.0% | -106.4% | +8.6% |
| All | +40.6% | +143.2% | -102.6% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling