+157.1%
MMM vs DPZ
-3.1%
+160.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | +6.2% | +6.6% | -0.4% | +4.9% |
| 30D | +14.2% | +10.3% | +3.9% | +12.0% |
| 3M | +2.9% | -6.2% | +9.1% | +4.1% |
| 6M | +27.6% | +4.2% | +23.3% | +25.9% |
| YTD | +17.3% | -18.4% | +35.7% | +22.3% |
| 1Y | +15.1% | -14.9% | +30.0% | +18.6% |
| 3Y | +157.1% | -4.6% | +161.7% | +146.2% |
| All | +157.1% | -3.1% | +160.2% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling