+3,971.9%
MU vs DPZ
+123.5%
+3,848.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.7% |
| 7D | -22.0% | +6.6% | -28.6% | -23.5% |
| 30D | -36.6% | +10.3% | -46.9% | -38.4% |
| 3M | -21.7% | -6.2% | -15.5% | -21.0% |
| 6M | +3.5% | +4.2% | -0.7% | -0.3% |
| YTD | +141.9% | -18.4% | +160.3% | +150.7% |
| 1Y | +189.8% | -14.9% | +204.8% | +194.9% |
| 3Y | +855.4% | -4.6% | +860.0% | +822.2% |
| 5Y | +869.2% | -27.4% | +896.6% | +906.7% |
| All | +3,971.9% | +123.5% | +3,848.5% | +3,042.0% |
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