+195.2%
MCD vs STZ
+12.6%
+182.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +16.0% | +14.7% | +1.3% | +11.3% |
| 3M | 0.0% | +8.8% | -8.8% | -2.7% |
| 6M | +0.9% | +3.1% | -2.1% | -0.4% |
| YTD | -8.7% | +7.9% | -16.6% | -11.8% |
| 1Y | -8.6% | +14.2% | -22.7% | -13.4% |
| 3Y | +9.9% | -35.2% | +45.0% | +22.1% |
| 5Y | +22.6% | -29.6% | +52.2% | +30.8% |
| All | +195.2% | +12.6% | +182.6% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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