+110.3%
MO vs DPZ
+145.4%
-35.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -1.0% | -8.6% | +7.6% | -0.3% |
| 30D | +5.8% | -11.2% | +17.0% | +6.8% |
| 3M | -4.5% | +1.4% | -6.0% | -4.7% |
| 6M | +5.7% | -19.9% | +25.6% | +7.5% |
| YTD | +23.1% | -23.0% | +46.1% | +25.4% |
| 1Y | +10.9% | -28.2% | +39.1% | +13.5% |
| 3Y | +96.1% | -14.2% | +110.3% | +96.8% |
| 5Y | +100.1% | -33.4% | +133.5% | +102.8% |
| All | +110.3% | +145.4% | -35.1% | +81.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling