+241.6%
MET vs DPZ
+143.2%
+98.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.9% |
| 7D | -0.8% | -7.3% | +6.5% | +0.5% |
| 30D | -1.4% | -7.6% | +6.2% | -0.2% |
| 3M | +12.5% | +1.8% | +10.7% | +11.9% |
| 6M | +37.1% | -21.8% | +58.9% | +42.1% |
| YTD | +23.8% | -22.0% | +45.8% | +28.2% |
| 1Y | +24.1% | -28.6% | +52.7% | +30.4% |
| 3Y | +65.2% | -13.1% | +78.3% | +67.2% |
| 5Y | +82.3% | -33.2% | +115.5% | +87.8% |
| 10Y | +241.6% | +147.0% | +94.6% | +196.5% |
| All | +241.6% | +143.2% | +98.4% | +196.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling