+445.3%
MP vs DPZ
-2.1%
+447.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.8% |
| 7D | -2.9% | -2.5% | -0.3% | -2.3% |
| 30D | +13.8% | -7.0% | +20.8% | +15.5% |
| 3M | -16.7% | +11.6% | -28.3% | -19.8% |
| 6M | -11.5% | -15.2% | +3.7% | -8.2% |
| YTD | +7.9% | -17.2% | +25.2% | +12.6% |
| 1Y | -15.0% | -24.8% | +9.8% | -8.9% |
| 3Y | +153.5% | -8.7% | +162.2% | +150.3% |
| 5Y | +58.7% | -28.9% | +87.6% | +55.8% |
| All | +445.3% | -2.1% | +447.4% | +451.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling