-0.9%
MCHP vs STZ
-49.9%
+49.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +0.3% | -6.0% | +6.4% | +2.2% |
| 30D | -9.8% | -8.9% | -0.9% | -7.4% |
| 3M | -19.7% | -12.6% | -7.2% | -16.8% |
| 6M | +13.6% | -17.2% | +30.8% | +19.3% |
| YTD | +16.5% | -10.0% | +26.6% | +17.0% |
| 1Y | +15.7% | -14.3% | +30.0% | +18.5% |
| All | -0.9% | -49.9% | +49.0% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling