+10.2%
MTUM vs DPZ
-14.7%
+24.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.4% | -0.7% |
| 7D | -10.1% | +10.1% | -20.2% | -8.0% |
| 30D | -15.6% | +14.6% | -30.2% | -12.8% |
| 3M | -12.7% | -6.8% | -6.0% | -13.5% |
| 6M | -3.7% | +4.4% | -8.1% | -0.7% |
| YTD | +9.4% | -16.8% | +26.3% | +12.5% |
| 1Y | +10.2% | -14.5% | +24.7% | +12.9% |
| All | +10.2% | -14.7% | +24.9% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling