+238.4%
MDT vs DPZ
+5,339.6%
-5,101.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | +3.7% | -0.1% | +2.9% |
| 30D | +16.2% | +8.0% | +8.2% | +14.7% |
| 3M | +18.9% | -4.2% | +23.1% | +19.7% |
| 6M | +37.3% | +4.6% | +32.7% | +35.9% |
| YTD | +9.7% | -18.4% | +28.2% | +13.0% |
| 1Y | +15.2% | -16.8% | +31.9% | +18.1% |
| 3Y | +61.8% | -5.0% | +66.8% | +60.2% |
| 5Y | -1.4% | -27.8% | +26.4% | +0.9% |
| 10Y | +61.6% | +121.1% | -59.5% | +30.6% |
| All | +238.4% | +5,339.6% | -5,101.2% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling