+163.7%
MXL vs DPZ
+140.2%
+23.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.5% | -7.9% | -6.1% |
| 7D | +13.4% | +2.2% | +11.2% | +12.7% |
| 30D | -29.2% | +15.5% | -44.7% | -32.6% |
| 3M | -27.2% | -2.0% | -25.2% | -27.8% |
| 6M | -36.4% | +12.1% | -48.6% | -41.2% |
| YTD | +220.0% | -16.6% | +236.6% | +229.1% |
| 1Y | +304.8% | -14.6% | +319.4% | +311.6% |
| 3Y | +238.5% | -4.1% | +242.6% | +222.1% |
| 5Y | -18.8% | -28.3% | +9.5% | -15.5% |
| All | +163.7% | +140.2% | +23.5% | +107.3% |
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 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