+462.6%
MET vs DPZ
+5,417.8%
-4,955.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | +1.2% | -2.5% | +3.7% | +2.1% |
| 30D | +1.4% | -7.0% | +8.4% | +3.9% |
| 3M | +17.7% | +11.6% | +6.1% | +12.4% |
| 6M | +35.0% | -15.2% | +50.2% | +41.5% |
| YTD | +26.3% | -17.2% | +43.5% | +33.2% |
| 1Y | +22.8% | -24.8% | +47.7% | +33.8% |
| 3Y | +65.9% | -8.7% | +74.6% | +64.2% |
| 5Y | +85.4% | -28.9% | +114.3% | +94.5% |
| 10Y | +253.7% | +153.6% | +100.1% | +94.3% |
| All | +462.6% | +5,417.8% | -4,955.1% | -28.1% |
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 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