+563.3%
MRSH vs DPZ
+5,326.0%
-4,762.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.4% |
| 7D | -3.8% | -1.5% | -2.3% | -3.4% |
| 30D | -5.8% | -4.4% | -1.4% | -4.9% |
| 3M | +11.7% | +7.6% | +4.1% | +9.8% |
| 6M | -0.3% | -16.9% | +16.6% | +3.5% |
| YTD | -1.1% | -18.6% | +17.5% | +2.9% |
| 1Y | -9.5% | -26.7% | +17.2% | -3.7% |
| 3Y | -2.6% | -9.3% | +6.7% | -2.6% |
| 5Y | +22.7% | -31.0% | +53.8% | +28.3% |
| 10Y | +214.6% | +152.4% | +62.2% | +132.1% |
| All | +563.3% | +5,326.0% | -4,762.7% | +107.3% |
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