+258.1%
MTZ vs DPZ
-3.1%
+261.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.2% | +11.7% | +9.7% |
| 7D | -6.4% | +6.6% | -13.0% | -7.1% |
| 30D | -22.1% | +10.3% | -32.3% | -22.9% |
| 3M | -32.7% | -6.2% | -26.5% | -32.2% |
| 6M | -59.8% | +4.2% | -64.1% | -60.4% |
| YTD | -19.9% | -18.4% | -1.5% | -15.1% |
| 1Y | -11.5% | -14.9% | +3.5% | -7.9% |
| 3Y | +258.1% | -4.6% | +262.7% | +242.1% |
| All | +258.1% | -3.1% | +261.2% | +242.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling