+938.2%
MU vs DPZ
-28.5%
+966.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.1% | -2.9% |
| 7D | +12.8% | +2.2% | +10.6% | +12.4% |
| 30D | -14.9% | +15.5% | -30.3% | -17.3% |
| 3M | -18.0% | -2.0% | -16.0% | -18.0% |
| 6M | -3.1% | +12.1% | -15.3% | -7.5% |
| YTD | +172.9% | -16.6% | +189.5% | +185.3% |
| 1Y | +228.8% | -14.6% | +243.4% | +239.5% |
| 3Y | +950.8% | -4.1% | +955.0% | +918.6% |
| All | +938.2% | -28.5% | +966.8% | +1,018.3% |
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