+16,096.1%
MPWR vs DPZ
+4,210.3%
+11,885.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | +2.2% | +2.2% | 0.0% | +1.3% |
| 30D | -2.1% | +6.7% | -8.8% | -4.6% |
| 3M | -1.6% | -4.5% | +3.0% | -1.0% |
| 6M | -14.9% | +3.3% | -18.2% | -18.1% |
| YTD | +50.5% | -19.4% | +70.0% | +57.0% |
| 1Y | +40.0% | -17.3% | +57.3% | +44.4% |
| 3Y | +175.0% | -8.4% | +183.3% | +170.8% |
| 5Y | +162.0% | -28.2% | +190.2% | +178.7% |
| 10Y | +1,791.8% | +130.9% | +1,661.0% | +1,245.5% |
| All | +16,096.1% | +4,210.3% | +11,885.8% | +4,220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling