+4,728.2%
MCD vs STZ
+9,621.1%
-4,892.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.8% | -1.9% | -0.9% | -2.5% |
| 30D | -6.0% | -1.9% | -4.1% | -5.8% |
| 3M | -5.6% | -6.2% | +0.7% | -4.7% |
| 6M | -21.9% | -14.0% | -7.8% | -20.2% |
| YTD | -14.7% | -5.1% | -9.6% | -14.4% |
| 1Y | -17.3% | -9.6% | -7.7% | -16.4% |
| 3Y | -2.2% | -47.2% | +45.1% | +6.4% |
| 5Y | +20.3% | -33.6% | +53.9% | +26.0% |
| 10Y | +180.7% | -9.8% | +190.5% | +176.6% |
| All | +4,728.2% | +9,621.1% | -4,892.9% | +2,816.0% |
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 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