-24.4%
MP vs DPZ
-5.8%
-18.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.4% | -10.5% | -4.6% |
| 7D | -12.5% | +10.1% | -22.6% | -12.3% |
| 30D | -23.3% | +14.6% | -37.9% | -23.5% |
| 3M | -24.4% | -6.8% | -17.6% | -26.1% |
| All | -24.4% | -5.8% | -18.5% | -26.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling