+349.5%
MTUM vs DPZ
+141.0%
+208.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.7% |
| 7D | +0.7% | -8.6% | +9.4% | +2.6% |
| 30D | -2.4% | -11.9% | +9.5% | 0.0% |
| 3M | -3.6% | +0.4% | -4.1% | -4.6% |
| 6M | +23.7% | -19.9% | +43.5% | +28.7% |
| YTD | +22.9% | -24.4% | +47.3% | +29.5% |
| 1Y | +21.8% | -30.4% | +52.2% | +30.8% |
| 3Y | +114.4% | -17.4% | +131.8% | +117.4% |
| 5Y | +79.6% | -34.6% | +114.1% | +89.3% |
| All | +349.5% | +141.0% | +208.5% | +253.4% |
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 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