+194.4%
MET vs STZ
+13.4%
+181.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +4.5% | +2.6% | +1.9% | +3.3% |
| 30D | +3.5% | +15.2% | -11.6% | -3.0% |
| 3M | +5.9% | +7.6% | -1.7% | +1.9% |
| 6M | +33.1% | +5.3% | +27.8% | +28.8% |
| YTD | +33.6% | +8.6% | +24.9% | +25.2% |
| 1Y | +32.7% | +15.6% | +17.1% | +20.3% |
| 3Y | +85.0% | -35.2% | +120.2% | +116.2% |
| 5Y | +85.6% | -29.1% | +114.7% | +102.3% |
| All | +194.4% | +13.4% | +181.0% | +167.9% |
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