-43.2%
MP vs DPZ
-17.6%
-25.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.8% |
| 7D | -3.6% | +2.2% | -5.8% | -2.9% |
| 30D | -21.0% | +6.7% | -27.7% | -19.3% |
| 3M | -33.3% | -4.5% | -28.8% | -34.6% |
| 6M | -45.9% | +3.3% | -49.2% | -44.0% |
| YTD | -27.8% | -19.4% | -8.4% | -30.2% |
| 1Y | -43.2% | -17.3% | -25.9% | -43.7% |
| All | -43.2% | -17.6% | -25.6% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling