+36.9%
MXL vs DPZ
-33.2%
+70.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.2% | +11.7% | +8.9% |
| 7D | +19.0% | -7.3% | +26.3% | +21.7% |
| 30D | +4.5% | -7.6% | +12.1% | +6.7% |
| 3M | -1.5% | +1.8% | -3.3% | -5.2% |
| 6M | +348.6% | -21.8% | +370.4% | +387.6% |
| YTD | +310.3% | -22.0% | +332.3% | +343.9% |
| 1Y | +344.7% | -28.6% | +373.3% | +403.9% |
| 3Y | +211.2% | -13.1% | +224.3% | +200.1% |
| All | +36.9% | -33.2% | +70.1% | +68.3% |
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