+254.1%
MP vs DPZ
-3.5%
+257.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.4% |
| 7D | -10.5% | +6.6% | -17.1% | -11.9% |
| 30D | -23.5% | +10.3% | -33.8% | -25.4% |
| 3M | -25.4% | -6.2% | -19.3% | -24.7% |
| 6M | -51.3% | +4.2% | -55.5% | -52.4% |
| YTD | -29.9% | -18.4% | -11.5% | -26.9% |
| 1Y | -31.8% | -14.9% | -16.9% | -30.0% |
| 3Y | +127.0% | -4.6% | +131.6% | +120.1% |
| 5Y | -3.3% | -27.4% | +24.1% | -4.9% |
| All | +254.1% | -3.5% | +257.6% | +258.6% |
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 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