+652.0%
MRK vs DPZ
+5,248.7%
-4,596.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -2.1% | -3.5% | +1.4% | -1.6% |
| 30D | +1.2% | +5.7% | -4.5% | +0.4% |
| 3M | +13.5% | -7.5% | +21.0% | +14.6% |
| 6M | +34.0% | +6.2% | +27.8% | +32.4% |
| YTD | +42.7% | -19.8% | +62.5% | +46.3% |
| 1Y | +66.6% | -18.0% | +84.5% | +70.3% |
| 3Y | +59.1% | -8.8% | +67.9% | +58.6% |
| 5Y | +104.1% | -30.2% | +134.3% | +108.5% |
| 10Y | +227.3% | +132.0% | +95.3% | +168.0% |
| All | +652.0% | +5,248.7% | -4,596.7% | +222.5% |
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