+27.5%
MDT vs STZ
-50.3%
+77.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -0.7% |
| 7D | +0.4% | -7.4% | +7.8% | +2.0% |
| 30D | +6.0% | -10.9% | +16.9% | +8.5% |
| 3M | +15.5% | -13.4% | +29.0% | +18.8% |
| 6M | +3.4% | -16.2% | +19.6% | +6.8% |
| YTD | -2.2% | -10.4% | +8.3% | -0.4% |
| 1Y | +2.6% | -14.8% | +17.4% | +5.3% |
| 3Y | +27.5% | -50.1% | +77.7% | +43.8% |
| All | +27.5% | -50.3% | +77.8% | +43.8% |
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 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