+38.7%
MDT vs DPZ
+3.1%
+35.6%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -3.2% | -3.5% | +0.4% | -2.0% |
| 30D | +10.5% | +5.7% | +4.8% | +8.8% |
| 3M | +13.0% | -7.5% | +20.4% | +15.3% |
| 6M | +38.7% | +6.2% | +32.5% | +37.4% |
| All | +38.7% | +3.1% | +35.6% | +37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling