+23.0%
MKSI vs DPZ
-19.9%
+42.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.1% | -1.2% |
| 7D | +6.6% | -7.3% | +13.9% | +2.6% |
| 30D | -8.2% | -7.6% | -0.6% | -11.4% |
| 3M | -16.4% | +1.8% | -18.2% | -13.5% |
| 6M | +23.0% | -21.8% | +44.8% | +26.9% |
| All | +23.0% | -19.9% | +42.9% | +26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling