+207.5%
MDT vs DPZ
+5,417.8%
-5,210.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.4% |
| 7D | +3.2% | -2.5% | +5.8% | +3.7% |
| 30D | +9.5% | -7.0% | +16.5% | +10.8% |
| 3M | +16.0% | +11.6% | +4.4% | +13.6% |
| 6M | +0.2% | -15.2% | +15.4% | +2.7% |
| YTD | -0.3% | -17.2% | +17.0% | +2.5% |
| 1Y | +4.7% | -24.8% | +29.6% | +9.3% |
| 3Y | +26.5% | -8.7% | +35.2% | +26.1% |
| 5Y | -18.2% | -28.9% | +10.7% | -16.1% |
| 10Y | +40.0% | +153.6% | -113.6% | +10.4% |
| All | +207.5% | +5,417.8% | -5,210.2% | +46.0% |
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