+77.3%
MTUM vs DPZ
-34.0%
+111.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | +1.2% | -8.6% | +9.8% | +2.9% |
| 30D | -1.7% | -11.2% | +9.5% | +0.4% |
| 3M | -0.5% | +1.4% | -1.9% | -1.6% |
| 6M | +22.3% | -19.9% | +42.2% | +27.7% |
| YTD | +21.4% | -23.0% | +44.4% | +27.8% |
| 1Y | +20.0% | -28.2% | +48.2% | +28.5% |
| 3Y | +113.0% | -14.2% | +127.2% | +113.3% |
| 5Y | +77.3% | -33.4% | +110.7% | +97.7% |
| All | +77.3% | -34.0% | +111.3% | +97.7% |
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