+3,270.0%
MDT vs STZ
+9,621.1%
-6,351.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | +3.2% | -1.9% | +5.1% | +3.6% |
| 30D | +9.5% | -1.9% | +11.4% | +9.9% |
| 3M | +16.0% | -6.2% | +22.2% | +17.3% |
| 6M | +0.2% | -14.0% | +14.2% | +2.9% |
| YTD | -0.3% | -5.1% | +4.8% | +0.3% |
| 1Y | +4.7% | -9.6% | +14.3% | +6.1% |
| 3Y | +26.5% | -47.2% | +73.8% | +41.1% |
| 5Y | -18.2% | -33.6% | +15.4% | -13.2% |
| 10Y | +40.0% | -9.8% | +49.8% | +38.3% |
| All | +3,270.0% | +9,621.1% | -6,351.1% | +1,592.3% |
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