+5,377.8%
MTZ vs DPZ
+5,417.8%
-39.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.7% |
| 7D | -1.6% | -2.5% | +1.0% | -0.8% |
| 30D | -11.1% | -7.0% | -4.1% | -9.4% |
| 3M | -36.7% | +11.6% | -48.3% | -39.9% |
| 6M | -21.9% | -15.2% | -6.8% | -19.5% |
| YTD | +9.1% | -17.2% | +26.4% | +13.2% |
| 1Y | +30.0% | -24.8% | +54.8% | +38.7% |
| 3Y | +138.5% | -8.7% | +147.1% | +135.3% |
| 5Y | +158.3% | -28.9% | +187.3% | +170.0% |
| 10Y | +700.8% | +153.6% | +547.1% | +380.7% |
| All | +5,377.8% | +5,417.8% | -39.9% | +850.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling