+48,825.9%
MNST vs DPZ
+5,460.8%
+43,365.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +3.2% | +9.5% | -6.3% | +0.7% |
| 30D | +10.6% | +12.8% | -2.2% | +7.1% |
| 3M | +1.3% | -6.2% | +7.5% | +2.8% |
| 6M | +26.2% | +4.3% | +21.9% | +23.8% |
| YTD | +24.8% | -16.6% | +41.4% | +29.4% |
| 1Y | +40.9% | -12.8% | +53.8% | +44.3% |
| 3Y | +72.2% | -0.8% | +73.0% | +66.5% |
| 5Y | +108.8% | -25.8% | +134.6% | +114.8% |
| 10Y | +324.4% | +130.9% | +193.6% | +198.8% |
| All | +48,825.9% | +5,460.8% | +43,365.1% | +8,538.8% |
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 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