+34.2%
MGY vs DPZ
-28.5%
+62.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -1.0% | +1.2% |
| 7D | +4.5% | +2.2% | +2.3% | +4.2% |
| 30D | -0.4% | +15.5% | -15.9% | -2.5% |
| 3M | -4.3% | -2.0% | -2.3% | -4.2% |
| 6M | -12.9% | +12.1% | -25.0% | -15.1% |
| YTD | +15.2% | -16.6% | +31.8% | +18.3% |
| 1Y | +10.3% | -14.6% | +24.9% | +12.7% |
| 3Y | +23.6% | -4.1% | +27.8% | +22.5% |
| All | +34.2% | -28.5% | +62.8% | +33.6% |
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