+61.3%
MDT vs DPZ
+129.5%
-68.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -3.2% | -3.5% | +0.4% | -2.6% |
| 30D | +10.5% | +5.7% | +4.8% | +9.6% |
| 3M | +13.0% | -7.5% | +20.4% | +14.2% |
| 6M | +38.7% | +6.2% | +32.5% | +37.1% |
| YTD | +8.5% | -19.8% | +28.3% | +11.5% |
| 1Y | +10.0% | -18.0% | +28.0% | +12.7% |
| 3Y | +58.6% | -8.8% | +67.4% | +58.1% |
| 5Y | -0.3% | -30.2% | +29.9% | +1.2% |
| 10Y | +61.3% | +132.0% | -70.7% | +33.5% |
| All | +61.3% | +129.5% | -68.3% | +33.5% |
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 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