+264.6%
MP vs DPZ
-4.7%
+269.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -3.6% | +2.2% | -5.8% | -4.2% |
| 30D | -21.0% | +6.7% | -27.7% | -22.3% |
| 3M | -33.3% | -4.5% | -28.8% | -32.8% |
| 6M | -45.9% | +3.3% | -49.2% | -47.0% |
| YTD | -27.8% | -19.4% | -8.4% | -24.5% |
| 1Y | -43.2% | -17.3% | -25.9% | -41.2% |
| 3Y | +144.0% | -8.4% | +152.4% | +139.6% |
| 5Y | -6.1% | -28.2% | +22.1% | -7.4% |
| All | +264.6% | -4.7% | +269.3% | +270.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling