+642.2%
MPC vs DPZ
-28.9%
+671.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +5.4% | -2.5% | +8.0% | +5.8% |
| 30D | +31.0% | -7.0% | +37.9% | +32.0% |
| 3M | +46.0% | +11.6% | +34.4% | +43.6% |
| 6M | +77.3% | -15.2% | +92.5% | +80.6% |
| YTD | +141.9% | -17.2% | +159.2% | +147.1% |
| 1Y | +120.9% | -24.8% | +145.8% | +129.2% |
| 3Y | +182.7% | -8.7% | +191.4% | +183.0% |
| All | +642.2% | -28.9% | +671.1% | +616.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling