+101.7%
MPC vs DPZ
-17.6%
+119.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.3% |
| 7D | -8.8% | +2.2% | -11.0% | -8.3% |
| 30D | -14.4% | +6.7% | -21.1% | -13.2% |
| 3M | +21.9% | -4.5% | +26.5% | +21.9% |
| 6M | +60.1% | +3.3% | +56.8% | +61.5% |
| YTD | +142.3% | -19.4% | +161.7% | +133.1% |
| 1Y | +101.7% | -17.3% | +119.0% | +94.3% |
| All | +101.7% | -17.6% | +119.3% | +94.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling