+48.7%
MDB vs STZ
-17.1%
+65.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.3% |
| 7D | -17.4% | -1.9% | -15.5% | -17.9% |
| 30D | -2.0% | -1.9% | -0.1% | -2.0% |
| 3M | -3.0% | -6.2% | +3.2% | -4.4% |
| 6M | +48.7% | -14.0% | +62.7% | +41.1% |
| All | +48.7% | -17.1% | +65.7% | +41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling