+211.7%
MRSH vs DPZ
+141.0%
+70.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | -4.8% | -8.6% | +3.9% | -3.1% |
| 30D | -6.3% | -11.9% | +5.6% | -4.1% |
| 3M | +5.8% | +0.4% | +5.4% | +5.7% |
| 6M | +2.8% | -19.9% | +22.7% | +6.6% |
| YTD | -3.1% | -24.4% | +21.3% | +1.4% |
| 1Y | -11.3% | -30.4% | +19.2% | -5.9% |
| 3Y | -5.0% | -17.4% | +12.4% | -3.2% |
| 5Y | +19.2% | -34.6% | +53.8% | +23.8% |
| All | +211.7% | +141.0% | +70.7% | +165.7% |
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