+58.1%
MP vs DPZ
-28.9%
+87.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.9% |
| 7D | -2.9% | -2.5% | -0.3% | -2.2% |
| 30D | +13.8% | -7.0% | +20.8% | +15.9% |
| 3M | -16.7% | +11.6% | -28.3% | -20.5% |
| 6M | -11.5% | -15.2% | +3.7% | -7.4% |
| YTD | +7.9% | -17.2% | +25.2% | +13.7% |
| 1Y | -15.0% | -24.8% | +9.8% | -7.3% |
| 3Y | +153.5% | -8.7% | +162.2% | +145.5% |
| All | +58.1% | -28.9% | +87.0% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling