-19.5%
MDT vs DPZ
-34.0%
+14.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +0.2% |
| 7D | -0.3% | -7.3% | +7.0% | +1.1% |
| 30D | +2.8% | -7.6% | +10.4% | +4.2% |
| 3M | +13.1% | +1.8% | +11.3% | +12.5% |
| 6M | +2.3% | -21.8% | +24.2% | +6.3% |
| YTD | -2.7% | -22.0% | +19.3% | +1.0% |
| 1Y | +0.9% | -28.6% | +29.5% | +6.2% |
| 3Y | +26.8% | -13.1% | +39.9% | +26.3% |
| 5Y | -19.5% | -33.2% | +13.8% | -18.7% |
| All | -19.5% | -34.0% | +14.5% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling