+5,089.1%
MCD vs STZ
+10,917.0%
-5,827.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -2.5% |
| 7D | -1.9% | -0.9% | -1.0% | -1.8% |
| 30D | +16.6% | +14.9% | +1.7% | +14.1% |
| 3M | +0.9% | +8.4% | -7.5% | -0.4% |
| 6M | +1.5% | +2.8% | -1.3% | +0.8% |
| YTD | -8.3% | +7.5% | -15.9% | -9.8% |
| 1Y | -8.1% | +12.5% | -20.7% | -10.3% |
| 3Y | +10.3% | -35.4% | +45.7% | +16.3% |
| 5Y | +23.4% | -29.3% | +52.7% | +27.9% |
| 10Y | +205.9% | +11.8% | +194.1% | +192.6% |
| All | +5,089.1% | +10,917.0% | -5,827.9% | +2,972.5% |
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