+84.3%
MKSI vs DPZ
-34.6%
+118.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.7% |
| 7D | +2.7% | -8.6% | +11.3% | +5.8% |
| 30D | -12.8% | -11.9% | -0.9% | -9.3% |
| 3M | -22.5% | +0.4% | -22.9% | -24.5% |
| 6M | +19.4% | -19.9% | +39.3% | +27.6% |
| YTD | +67.7% | -24.4% | +92.1% | +82.9% |
| 1Y | +131.4% | -30.4% | +161.8% | +162.2% |
| 3Y | +197.3% | -17.4% | +214.7% | +205.2% |
| All | +84.3% | -34.6% | +118.9% | +105.1% |
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