+663.6%
MRK vs DPZ
+5,417.8%
-4,754.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | +1.3% | -2.5% | +3.9% | +1.7% |
| 30D | +17.1% | -7.0% | +24.1% | +18.2% |
| 3M | +25.9% | +11.6% | +14.3% | +23.7% |
| 6M | +26.8% | -15.2% | +42.0% | +29.2% |
| YTD | +44.9% | -17.2% | +62.2% | +48.1% |
| 1Y | +84.8% | -24.8% | +109.7% | +91.3% |
| 3Y | +50.1% | -8.7% | +58.8% | +49.6% |
| 5Y | +127.4% | -28.9% | +156.3% | +131.8% |
| 10Y | +240.0% | +153.6% | +86.3% | +174.5% |
| All | +663.6% | +5,417.8% | -4,754.1% | +226.3% |
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