-24.7%
MDB vs STZ
-33.3%
+8.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -17.4% | -1.9% | -15.5% | -17.0% |
| 30D | -2.0% | -1.9% | -0.1% | -1.6% |
| 3M | -3.0% | -6.2% | +3.2% | -2.0% |
| 6M | +48.7% | -14.0% | +62.7% | +52.3% |
| YTD | -12.1% | -5.1% | -7.0% | -14.1% |
| 1Y | +14.5% | -9.6% | +24.1% | +13.7% |
| 3Y | -6.1% | -47.2% | +41.1% | +15.2% |
| All | -24.7% | -33.3% | +8.6% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling