+4.4%
MCHP vs STZ
-38.0%
+42.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +0.3% | -6.0% | +6.4% | +2.8% |
| 30D | -9.8% | -8.9% | -0.9% | -6.7% |
| 3M | -19.7% | -12.6% | -7.2% | -15.9% |
| 6M | +13.6% | -17.2% | +30.8% | +21.0% |
| YTD | +16.5% | -10.0% | +26.6% | +17.8% |
| 1Y | +15.7% | -14.3% | +30.0% | +19.6% |
| 3Y | 0.0% | -49.9% | +49.9% | +30.6% |
| 5Y | +4.4% | -38.2% | +42.6% | +17.8% |
| All | +4.4% | -38.0% | +42.4% | +17.8% |
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