+194.4%
MET vs DPZ
+140.2%
+54.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | +0.3% |
| 7D | +4.5% | +2.2% | +2.2% | +4.1% |
| 30D | +3.5% | +15.5% | -11.9% | +1.1% |
| 3M | +5.9% | -2.0% | +7.9% | +6.1% |
| 6M | +33.1% | +12.1% | +20.9% | +30.0% |
| YTD | +33.6% | -16.6% | +50.2% | +36.7% |
| 1Y | +32.7% | -14.6% | +47.3% | +35.3% |
| 3Y | +85.0% | -4.1% | +89.2% | +84.3% |
| 5Y | +85.6% | -28.3% | +113.9% | +89.0% |
| All | +194.4% | +140.2% | +54.2% | +156.3% |
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