-20.1%
MDT vs STZ
-36.5%
+16.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -0.5% |
| 7D | +0.4% | -7.4% | +7.8% | +2.3% |
| 30D | +6.0% | -10.9% | +16.9% | +9.0% |
| 3M | +15.5% | -13.4% | +29.0% | +19.5% |
| 6M | +3.4% | -16.2% | +19.6% | +7.6% |
| YTD | -2.2% | -10.4% | +8.3% | -0.2% |
| 1Y | +2.6% | -14.8% | +17.4% | +5.8% |
| 3Y | +27.5% | -50.1% | +77.7% | +51.5% |
| 5Y | -20.1% | -38.8% | +18.7% | -15.9% |
| All | -20.1% | -36.5% | +16.5% | -15.9% |
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 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