-10.1%
MDB vs STZ
-35.4%
+25.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +11.6% | 0.0% | +11.5% | +11.5% |
| 30D | -8.9% | +14.7% | -23.6% | -8.6% |
| 3M | -22.4% | +8.8% | -31.2% | -22.3% |
| 6M | +10.1% | +3.1% | +7.0% | +10.1% |
| YTD | -19.0% | +7.9% | -26.9% | -20.4% |
| 1Y | -7.0% | +14.2% | -21.2% | -9.3% |
| All | -10.1% | -35.4% | +25.2% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling