+192.2%
MET vs STZ
+12.6%
+179.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +1.8% | +14.7% | -12.9% | -4.5% |
| 3M | +6.0% | +8.8% | -2.8% | +1.5% |
| 6M | +31.1% | +3.1% | +28.0% | +28.1% |
| YTD | +32.6% | +7.9% | +24.7% | +24.6% |
| 1Y | +30.5% | +14.2% | +16.3% | +19.0% |
| 3Y | +83.6% | -35.2% | +118.7% | +114.4% |
| 5Y | +84.2% | -29.6% | +113.8% | +101.3% |
| All | +192.2% | +12.6% | +179.6% | +166.7% |
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