+3,570.7%
MTZ vs DPZ
+5,460.8%
-1,890.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.3% | -5.4% | -5.3% |
| 7D | -10.6% | +9.5% | -20.1% | -13.4% |
| 30D | -30.4% | +12.8% | -43.2% | -33.3% |
| 3M | -40.4% | -6.2% | -34.2% | -39.8% |
| 6M | -63.7% | +4.3% | -67.9% | -65.0% |
| YTD | -26.9% | -16.6% | -10.3% | -24.8% |
| 1Y | -20.2% | -12.8% | -7.3% | -19.3% |
| 3Y | +208.1% | -0.8% | +209.0% | +194.4% |
| 5Y | +69.4% | -25.8% | +95.2% | +73.8% |
| 10Y | +440.6% | +130.9% | +309.7% | +234.8% |
| All | +3,570.7% | +5,460.8% | -1,890.2% | +531.5% |
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