+1,079.5%
MPC vs DPZ
+123.5%
+956.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -1.0% |
| 7D | -16.2% | +6.6% | -22.7% | -16.8% |
| 30D | -15.7% | +10.3% | -26.0% | -16.7% |
| 3M | +24.9% | -6.2% | +31.1% | +25.6% |
| 6M | +52.7% | +4.2% | +48.4% | +51.2% |
| YTD | +131.9% | -18.4% | +150.3% | +136.2% |
| 1Y | +96.6% | -14.9% | +111.6% | +99.1% |
| 3Y | +163.8% | -4.6% | +168.4% | +161.9% |
| 5Y | +533.1% | -27.4% | +560.5% | +538.5% |
| All | +1,079.5% | +123.5% | +956.0% | +926.2% |
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