+133.6%
MRK vs DPZ
-34.0%
+167.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | -0.3% |
| 7D | -2.7% | -7.3% | +4.6% | -2.1% |
| 30D | +12.7% | -7.6% | +20.3% | +13.4% |
| 3M | +24.2% | +1.8% | +22.4% | +23.9% |
| 6M | +27.8% | -21.8% | +49.6% | +30.1% |
| YTD | +42.2% | -22.0% | +64.2% | +44.7% |
| 1Y | +80.2% | -28.6% | +108.8% | +84.5% |
| 3Y | +48.4% | -13.1% | +61.5% | +49.9% |
| 5Y | +133.6% | -33.2% | +166.8% | +125.4% |
| All | +133.6% | -34.0% | +167.6% | +125.4% |
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