+104.9%
MMM vs DPZ
-9.3%
+114.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.5% |
| 7D | -3.3% | -2.5% | -0.8% | -2.8% |
| 30D | -7.0% | -7.0% | -0.1% | -5.7% |
| 3M | +10.8% | +11.6% | -0.8% | +7.8% |
| 6M | +5.8% | -15.2% | +20.9% | +9.5% |
| YTD | +6.8% | -17.2% | +24.0% | +11.1% |
| 1Y | +10.4% | -24.8% | +35.2% | +17.6% |
| All | +104.9% | -9.3% | +114.2% | +96.3% |
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