+215.3%
MXL vs DPZ
+2,978.7%
-2,763.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | +33.1% | -2.5% | +35.5% | +34.0% |
| 30D | -33.5% | +12.5% | -46.0% | -36.6% |
| 3M | -20.7% | -5.2% | -15.5% | -20.6% |
| 6M | -35.9% | +8.8% | -44.6% | -40.5% |
| YTD | +238.3% | -18.7% | +256.9% | +248.3% |
| 1Y | +296.2% | -15.7% | +311.9% | +301.3% |
| 3Y | +254.1% | -7.5% | +261.6% | +239.1% |
| 5Y | -14.1% | -30.1% | +15.9% | -9.3% |
| 10Y | +178.1% | +135.3% | +42.8% | +74.9% |
| All | +215.3% | +2,978.7% | -2,763.4% | -35.3% |
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 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