+89.9%
MTZ vs DPZ
-28.2%
+118.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.1% |
| 7D | -8.7% | +2.2% | -10.9% | -9.2% |
| 30D | -15.0% | +6.7% | -21.7% | -16.2% |
| 3M | -32.6% | -4.5% | -28.1% | -32.3% |
| 6M | -56.3% | +3.3% | -59.6% | -57.3% |
| YTD | -16.8% | -19.4% | +2.6% | -13.0% |
| 1Y | -10.0% | -17.3% | +7.2% | -6.9% |
| 3Y | +267.1% | -8.4% | +275.5% | +265.3% |
| 5Y | +89.9% | -28.2% | +118.1% | +85.8% |
| All | +89.9% | -28.2% | +118.1% | +85.8% |
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