+875.5%
MDB vs STZ
-21.4%
+896.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.2% |
| 7D | -11.4% | +4.9% | -16.3% | -12.7% |
| 30D | -13.8% | +20.9% | -34.7% | -18.9% |
| 3M | -15.5% | +8.0% | -23.4% | -17.8% |
| 6M | +17.9% | -5.3% | +23.2% | +18.6% |
| YTD | -25.5% | +5.9% | -31.4% | -29.1% |
| 1Y | -12.1% | +14.2% | -26.3% | -18.8% |
| 3Y | -5.9% | -37.0% | +31.1% | +5.1% |
| 5Y | -43.7% | -29.7% | -14.0% | -39.4% |
| All | +875.5% | -21.4% | +896.9% | +857.8% |
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 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