+21.6%
MCD vs STZ
-33.3%
+54.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.8% | -1.9% | -0.9% | -2.4% |
| 30D | -6.0% | -1.9% | -4.1% | -5.6% |
| 3M | -5.6% | -6.2% | +0.7% | -4.4% |
| 6M | -21.9% | -14.0% | -7.8% | -19.5% |
| YTD | -14.7% | -5.1% | -9.6% | -14.4% |
| 1Y | -17.3% | -9.6% | -7.7% | -16.2% |
| 3Y | -2.2% | -47.2% | +45.1% | +12.6% |
| All | +21.6% | -33.3% | +54.9% | +28.0% |
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