+237.4%
MP vs DPZ
-1.4%
+238.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -6.1% |
| 7D | -19.0% | +9.5% | -28.5% | -20.7% |
| 30D | -30.5% | +12.8% | -43.3% | -32.5% |
| 3M | -29.6% | -6.2% | -23.3% | -28.8% |
| 6M | -50.4% | +4.3% | -54.7% | -51.5% |
| YTD | -33.2% | -16.6% | -16.6% | -30.6% |
| 1Y | -38.6% | -12.8% | -25.7% | -37.3% |
| 3Y | +105.5% | -0.8% | +106.3% | +97.1% |
| 5Y | -7.8% | -25.8% | +18.0% | -9.8% |
| All | +237.4% | -1.4% | +238.8% | +240.1% |
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 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