+211.7%
MCD vs STZ
+3.4%
+208.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | 0.0% |
| 7D | +7.1% | +4.9% | +2.2% | +5.7% |
| 30D | +19.8% | +20.9% | -1.1% | +13.2% |
| 3M | +0.8% | +8.0% | -7.2% | -1.7% |
| 6M | -1.3% | -5.3% | +4.0% | -0.2% |
| YTD | -7.8% | +5.9% | -13.7% | -10.4% |
| 1Y | -5.0% | +14.2% | -19.2% | -9.9% |
| 3Y | +10.5% | -37.0% | +47.5% | +23.7% |
| 5Y | +22.0% | -29.7% | +51.7% | +30.0% |
| All | +211.7% | +3.4% | +208.3% | +179.6% |
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