+1,171.8%
MPC vs DPZ
+140.2%
+1,031.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.2% |
| 7D | +11.2% | +2.2% | +9.0% | +11.0% |
| 30D | -14.5% | +15.5% | -30.0% | -15.9% |
| 3M | +16.7% | -2.0% | +18.7% | +16.7% |
| 6M | +67.6% | +12.1% | +55.4% | +64.5% |
| YTD | +157.9% | -16.6% | +174.5% | +162.1% |
| 1Y | +116.7% | -14.6% | +131.2% | +119.4% |
| 3Y | +199.8% | -4.1% | +203.9% | +197.6% |
| 5Y | +604.4% | -28.3% | +632.7% | +611.5% |
| All | +1,171.8% | +140.2% | +1,031.5% | +1,004.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling