+67.3%
MNST vs DPZ
-4.7%
+72.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.6% | +1.6% |
| 7D | +1.6% | +2.2% | -0.6% | +1.3% |
| 30D | +5.1% | +15.5% | -10.4% | +3.1% |
| 3M | -0.5% | -2.0% | +1.5% | -0.4% |
| 6M | +8.1% | +12.1% | -4.0% | +6.4% |
| YTD | +21.2% | -16.6% | +37.8% | +23.7% |
| 1Y | +30.7% | -14.6% | +45.3% | +32.8% |
| 3Y | +67.3% | -4.1% | +71.4% | +62.8% |
| All | +67.3% | -4.7% | +72.0% | +62.8% |
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