+82.0%
MET vs DPZ
-30.2%
+112.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.8% |
| 7D | +1.1% | -1.5% | +2.6% | +1.5% |
| 30D | -2.3% | -4.4% | +2.1% | -1.5% |
| 3M | +13.9% | +7.6% | +6.2% | +11.8% |
| 6M | +34.8% | -16.9% | +51.8% | +39.3% |
| YTD | +23.5% | -18.6% | +42.2% | +28.0% |
| 1Y | +23.4% | -26.7% | +50.1% | +30.7% |
| 3Y | +64.9% | -9.3% | +74.2% | +65.9% |
| 5Y | +82.0% | -31.0% | +113.1% | +93.1% |
| All | +82.0% | -30.2% | +112.2% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling