+30.0%
MDT vs DPZ
-8.5%
+38.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.4% |
| 7D | +3.2% | -2.5% | +5.8% | +3.6% |
| 30D | +9.5% | -7.0% | +16.5% | +10.7% |
| 3M | +16.0% | +11.6% | +4.4% | +14.0% |
| 6M | +0.2% | -15.2% | +15.4% | +1.8% |
| YTD | -0.3% | -17.2% | +17.0% | +1.5% |
| 1Y | +4.7% | -24.8% | +29.6% | +7.8% |
| All | +30.0% | -8.5% | +38.4% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling