+235.5%
MXL vs DPZ
+3,031.9%
-2,796.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.1% |
| 7D | +1.6% | -2.5% | +4.2% | +2.6% |
| 30D | -7.0% | -7.0% | 0.0% | -5.0% |
| 3M | -33.4% | +11.6% | -45.0% | -37.8% |
| 6M | +260.2% | -15.2% | +275.3% | +272.3% |
| YTD | +260.0% | -17.2% | +277.2% | +274.0% |
| 1Y | +303.5% | -24.8% | +328.3% | +335.3% |
| 3Y | +160.4% | -8.7% | +169.1% | +154.6% |
| 5Y | +14.7% | -28.9% | +43.6% | +22.2% |
| 10Y | +215.6% | +153.6% | +62.0% | +95.6% |
| All | +235.5% | +3,031.9% | -2,796.4% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling