+46,667.6%
MNST vs DPZ
+5,341.2%
+41,326.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.3% | -3.8% |
| 7D | -3.4% | +6.6% | -10.0% | -5.0% |
| 30D | +6.6% | +10.3% | -3.7% | +3.9% |
| 3M | -2.9% | -6.2% | +3.3% | -1.4% |
| 6M | +18.4% | +4.2% | +14.2% | +16.2% |
| YTD | +19.3% | -18.4% | +37.7% | +24.5% |
| 1Y | +37.9% | -14.9% | +52.8% | +42.2% |
| 3Y | +62.9% | -4.6% | +67.5% | +59.2% |
| 5Y | +99.6% | -27.4% | +127.0% | +106.6% |
| 10Y | +305.7% | +125.9% | +179.8% | +187.3% |
| All | +46,667.6% | +5,341.2% | +41,326.4% | +8,207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling