+80.3%
MMM vs DPZ
+123.5%
-43.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.0% |
| 7D | +6.2% | +6.6% | -0.4% | +5.0% |
| 30D | +14.2% | +10.3% | +3.9% | +12.2% |
| 3M | +2.9% | -6.2% | +9.1% | +3.9% |
| 6M | +27.6% | +4.2% | +23.3% | +26.0% |
| YTD | +17.3% | -18.4% | +35.7% | +21.0% |
| 1Y | +15.1% | -14.9% | +30.0% | +17.8% |
| 3Y | +157.1% | -4.6% | +161.7% | +155.6% |
| 5Y | +45.1% | -27.4% | +72.5% | +48.0% |
| All | +80.3% | +123.5% | -43.2% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling