+44,724.1%
MNST vs DPZ
+5,417.8%
+39,306.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -6.5% | -2.5% | -3.9% | -5.9% |
| 30D | -7.2% | -7.0% | -0.3% | -5.5% |
| 3M | -1.0% | +11.6% | -12.6% | -4.3% |
| 6M | +11.5% | -15.2% | +26.7% | +15.6% |
| YTD | +14.3% | -17.2% | +31.6% | +19.0% |
| 1Y | +38.1% | -24.8% | +63.0% | +47.3% |
| 3Y | +55.0% | -8.7% | +63.6% | +53.5% |
| 5Y | +79.6% | -28.9% | +108.5% | +87.0% |
| 10Y | +241.8% | +153.6% | +88.1% | +134.3% |
| All | +44,724.1% | +5,417.8% | +39,306.3% | +7,843.7% |
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