+3.5%
MU vs DPZ
+1.2%
+2.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +2.9% |
| 7D | -22.0% | +6.6% | -28.6% | -16.4% |
| 30D | -36.6% | +10.3% | -46.9% | -29.4% |
| 3M | -21.7% | -6.2% | -15.5% | -27.0% |
| 6M | +3.5% | +4.2% | -0.7% | +13.3% |
| All | +3.5% | +1.2% | +2.3% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling