+241.6%
MET vs STZ
-13.0%
+254.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.8% | -6.0% | +5.3% | +1.9% |
| 30D | -1.4% | -8.9% | +7.5% | +2.5% |
| 3M | +12.5% | -12.6% | +25.1% | +18.6% |
| 6M | +37.1% | -17.2% | +54.3% | +47.1% |
| YTD | +23.8% | -10.0% | +33.8% | +26.6% |
| 1Y | +24.1% | -14.3% | +38.4% | +29.3% |
| 3Y | +65.2% | -49.9% | +115.1% | +117.0% |
| 5Y | +82.3% | -38.2% | +120.5% | +110.3% |
| 10Y | +241.6% | -12.0% | +253.6% | +233.1% |
| All | +241.6% | -13.0% | +254.6% | +233.1% |
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