+714.5%
MTZ vs DPZ
+154.5%
+560.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.4% |
| 7D | -1.6% | -2.5% | +1.0% | -1.1% |
| 30D | -11.1% | -7.0% | -4.1% | -10.1% |
| 3M | -36.7% | +11.6% | -48.3% | -38.6% |
| 6M | -21.9% | -15.2% | -6.8% | -19.9% |
| YTD | +9.1% | -17.2% | +26.4% | +12.4% |
| 1Y | +30.0% | -24.8% | +54.8% | +36.6% |
| 3Y | +138.5% | -8.7% | +147.1% | +138.8% |
| 5Y | +158.3% | -28.9% | +187.3% | +165.9% |
| All | +714.5% | +154.5% | +560.0% | +507.4% |
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