+469.7%
MET vs DPZ
+5,341.2%
-4,871.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.7% |
| 7D | -1.2% | +6.6% | -7.7% | -3.4% |
| 30D | +3.2% | +10.3% | -7.1% | -0.4% |
| 3M | -1.1% | -6.2% | +5.1% | +0.7% |
| 6M | +25.0% | +4.2% | +20.8% | +21.9% |
| YTD | +27.9% | -18.4% | +46.3% | +35.1% |
| 1Y | +32.9% | -14.9% | +47.8% | +38.2% |
| 3Y | +78.8% | -4.6% | +83.4% | +74.0% |
| 5Y | +79.6% | -27.4% | +107.0% | +86.9% |
| 10Y | +228.1% | +125.9% | +102.2% | +89.4% |
| All | +469.7% | +5,341.2% | -4,871.5% | -27.0% |
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