+5,150.3%
MCD vs STZ
+10,950.7%
-5,800.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.7% |
| 7D | +8.0% | +11.8% | -3.8% | +6.2% |
| 30D | +19.6% | +26.0% | -6.4% | +15.4% |
| 3M | +2.2% | +11.5% | -9.3% | +0.4% |
| 6M | -1.1% | -2.0% | +0.8% | -1.1% |
| YTD | -7.2% | +7.9% | -15.1% | -8.7% |
| 1Y | -6.7% | +13.9% | -20.6% | -9.0% |
| 3Y | +11.6% | -35.8% | +47.4% | +17.7% |
| 5Y | +22.6% | -28.4% | +51.1% | +26.9% |
| 10Y | +218.4% | +7.1% | +211.3% | +205.9% |
| All | +5,150.3% | +10,950.7% | -5,800.4% | +3,007.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling