+176.7%
MGY vs DPZ
+79.1%
+97.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | -4.3% | -2.0% | -2.3% | -4.3% |
| 6M | -12.9% | +12.1% | -25.0% | -14.9% |
| YTD | +15.2% | -16.6% | +31.8% | +17.5% |
| 1Y | +10.3% | -14.6% | +24.9% | +12.1% |
| 3Y | +23.6% | -4.1% | +27.8% | +22.6% |
| 5Y | +35.7% | -28.3% | +64.0% | +38.0% |
| All | +176.7% | +79.1% | +97.6% | +142.1% |
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