+61.3%
MDT vs STZ
+12.8%
+48.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -3.2% | -0.9% | -2.3% | -2.9% |
| 30D | +10.5% | +14.9% | -4.4% | +5.3% |
| 3M | +13.0% | +8.4% | +4.5% | +9.6% |
| 6M | +38.7% | +2.8% | +35.9% | +36.7% |
| YTD | +8.5% | +7.5% | +1.0% | +4.4% |
| 1Y | +10.0% | +12.5% | -2.5% | +3.9% |
| 3Y | +58.6% | -35.4% | +94.0% | +79.5% |
| 5Y | -0.3% | -29.3% | +29.0% | +7.2% |
| 10Y | +61.3% | +11.8% | +49.5% | +39.9% |
| All | +61.3% | +12.8% | +48.5% | +39.9% |
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