+22.7%
MCD vs STZ
-29.7%
+52.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.1% |
| 7D | +7.1% | +4.9% | +2.2% | +6.0% |
| 30D | +19.8% | +20.9% | -1.1% | +14.7% |
| 3M | +0.8% | +8.0% | -7.2% | -1.1% |
| 6M | -1.3% | -5.3% | +4.0% | -0.5% |
| YTD | -7.8% | +5.9% | -13.7% | -9.8% |
| 1Y | -5.0% | +14.2% | -19.2% | -8.8% |
| 3Y | +10.5% | -37.0% | +47.5% | +21.3% |
| All | +22.7% | -29.7% | +52.5% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling