+274.2%
MXL vs DPZ
+145.4%
+128.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.6% |
| 7D | +16.6% | -8.6% | +25.2% | +19.7% |
| 30D | +0.5% | -11.2% | +11.7% | +3.9% |
| 3M | -3.6% | +1.4% | -5.1% | -6.7% |
| 6M | +328.0% | -19.9% | +347.9% | +351.0% |
| YTD | +297.8% | -23.0% | +320.8% | +323.7% |
| 1Y | +339.4% | -28.2% | +367.6% | +380.7% |
| 3Y | +201.7% | -14.2% | +215.9% | +200.9% |
| 5Y | +32.8% | -33.4% | +66.2% | +42.8% |
| All | +274.2% | +145.4% | +128.8% | +168.0% |
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