+540.9%
MPC vs DPZ
-27.3%
+568.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -3.9% |
| 7D | -12.8% | +9.5% | -22.3% | -13.7% |
| 30D | -12.7% | +12.8% | -25.5% | -14.0% |
| 3M | +27.1% | -6.2% | +33.3% | +28.0% |
| 6M | +45.8% | +4.3% | +41.5% | +44.5% |
| YTD | +134.7% | -16.6% | +151.3% | +139.8% |
| 1Y | +106.0% | -12.8% | +118.9% | +108.7% |
| 3Y | +165.5% | -0.8% | +166.3% | +161.8% |
| 5Y | +540.9% | -25.8% | +566.7% | +488.1% |
| All | +540.9% | -27.3% | +568.2% | +488.1% |
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 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