+101.3%
MNST vs DPZ
-27.1%
+128.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.3% | -3.9% |
| 7D | -3.4% | +6.6% | -10.0% | -4.7% |
| 30D | +6.6% | +10.3% | -3.7% | +4.4% |
| 3M | -2.9% | -6.2% | +3.3% | -1.7% |
| 6M | +18.4% | +4.2% | +14.2% | +16.7% |
| YTD | +19.3% | -18.4% | +37.7% | +23.9% |
| 1Y | +37.9% | -14.9% | +52.8% | +41.7% |
| 3Y | +62.9% | -4.6% | +67.5% | +57.0% |
| All | +101.3% | -27.1% | +128.4% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling