+6,875.0%
MELI vs DPZ
+2,629.7%
+4,245.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -1.0% | -1.9% |
| 7D | -1.9% | -1.5% | -0.4% | -1.2% |
| 30D | +5.8% | -4.4% | +10.2% | +8.0% |
| 3M | +19.5% | +7.6% | +11.9% | +15.0% |
| 6M | +7.7% | -16.9% | +24.7% | +16.2% |
| YTD | -4.4% | -18.6% | +14.3% | +3.6% |
| 1Y | -17.9% | -26.7% | +8.7% | -7.1% |
| 3Y | +34.9% | -9.3% | +44.2% | +33.2% |
| 5Y | +1.1% | -31.0% | +32.1% | +12.6% |
| 10Y | +955.8% | +152.4% | +803.4% | +491.1% |
| All | +6,875.0% | +2,629.7% | +4,245.3% | +874.7% |
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 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