+6,918.4%
MCK vs STZ
+3,427.0%
+3,491.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.6% |
| 7D | -4.4% | -4.1% | -0.3% | -3.6% |
| 30D | -2.2% | -7.6% | +5.4% | -0.8% |
| 3M | +11.6% | -12.3% | +23.8% | +14.2% |
| 6M | -4.9% | -16.3% | +11.4% | -2.1% |
| YTD | +7.7% | -8.4% | +16.1% | +8.6% |
| 1Y | +25.2% | -10.8% | +36.0% | +26.7% |
| 3Y | +112.1% | -49.0% | +161.1% | +136.7% |
| 5Y | +345.8% | -36.5% | +382.3% | +373.3% |
| 10Y | +439.7% | -10.3% | +450.1% | +427.5% |
| All | +6,918.4% | +3,427.0% | +3,491.5% | +3,890.4% |
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