+1,010.1%
MDB vs STZ
-33.5%
+1,043.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.6% | +2.2% | -1.8% |
| 7D | -18.0% | -7.4% | -10.6% | -16.1% |
| 30D | -10.7% | -10.9% | +0.2% | -7.8% |
| 3M | +1.0% | -13.4% | +14.4% | +4.9% |
| 6M | +31.6% | -16.2% | +47.8% | +36.8% |
| YTD | -15.2% | -10.4% | -4.7% | -14.9% |
| 1Y | +10.1% | -14.8% | +24.9% | +12.1% |
| 3Y | -5.6% | -50.1% | +44.5% | +14.2% |
| 5Y | -24.5% | -38.8% | +14.3% | -15.2% |
| All | +1,010.1% | -33.5% | +1,043.6% | +1,050.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling