+3,543.7%
MDT vs STZ
+10,953.7%
-7,410.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +8.6% | +14.7% | -6.1% | +5.7% |
| 3M | +12.2% | +8.8% | +3.4% | +10.2% |
| 6M | +33.7% | +3.1% | +30.7% | +32.7% |
| YTD | +7.8% | +7.9% | -0.1% | +5.6% |
| 1Y | +8.9% | +14.2% | -5.3% | +5.4% |
| 3Y | +57.6% | -35.2% | +92.8% | +68.8% |
| 5Y | -0.7% | -29.6% | +28.9% | +4.1% |
| 10Y | +60.3% | +12.2% | +48.1% | +52.1% |
| All | +3,543.7% | +10,953.7% | -7,410.0% | +1,682.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling