-7.7%
MDB vs STZ
+14.7%
-22.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.3% | -7.4% | -0.5% |
| 7D | -16.5% | +13.0% | -29.5% | -13.4% |
| 30D | -8.6% | +29.4% | -38.0% | -2.7% |
| 3M | -13.6% | +11.6% | -25.2% | -11.1% |
| 6M | +24.1% | -0.2% | +24.3% | +22.6% |
| YTD | -21.8% | +8.6% | -30.3% | -21.0% |
| 1Y | -7.7% | +15.9% | -23.6% | +0.7% |
| All | -7.7% | +14.7% | -22.4% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling