+230.8%
MRK vs DPZ
+140.2%
+90.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | +0.3% |
| 7D | +0.7% | +2.2% | -1.5% | +0.5% |
| 30D | +0.3% | +15.5% | -15.2% | -1.1% |
| 3M | +9.7% | -2.0% | +11.7% | +9.7% |
| 6M | +32.0% | +12.1% | +19.8% | +30.3% |
| YTD | +43.3% | -16.6% | +59.9% | +45.1% |
| 1Y | +63.7% | -14.6% | +78.2% | +65.4% |
| 3Y | +58.0% | -4.1% | +62.2% | +57.4% |
| 5Y | +105.0% | -28.3% | +133.3% | +108.0% |
| All | +230.8% | +140.2% | +90.5% | +192.9% |
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 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