+1,442.2%
MRVL vs DPZ
+5,339.6%
-3,897.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.5% | +9.5% |
| 7D | -9.8% | +3.7% | -13.5% | -11.1% |
| 30D | -43.8% | +8.0% | -51.9% | -45.7% |
| 3M | -29.3% | -4.2% | -25.1% | -29.4% |
| 6M | -9.1% | +4.6% | -13.7% | -13.7% |
| YTD | +82.2% | -18.4% | +100.7% | +88.1% |
| 1Y | +70.3% | -16.8% | +87.1% | +74.2% |
| 3Y | +197.0% | -5.0% | +202.0% | +184.9% |
| 5Y | +115.8% | -27.8% | +143.6% | +126.1% |
| 10Y | +1,204.0% | +121.1% | +1,083.0% | +794.9% |
| All | +1,442.2% | +5,339.6% | -3,897.4% | +137.3% |
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