+19.4%
MRSH vs DPZ
-34.0%
+53.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.6% |
| 7D | -5.9% | -8.6% | +2.6% | -3.9% |
| 30D | -7.3% | -11.2% | +3.9% | -4.7% |
| 3M | +6.7% | +1.4% | +5.2% | +6.2% |
| 6M | +3.0% | -19.9% | +22.9% | +7.7% |
| YTD | -2.9% | -23.0% | +20.1% | +2.2% |
| 1Y | -9.0% | -28.2% | +19.2% | -2.8% |
| 3Y | -4.3% | -14.2% | +9.9% | -3.7% |
| 5Y | +19.4% | -33.4% | +52.8% | +32.4% |
| All | +19.4% | -34.0% | +53.5% | +32.4% |
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