+30.5%
MET vs STZ
+12.7%
+17.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +1.8% | +14.7% | -12.9% | -0.1% |
| 3M | +6.0% | +8.8% | -2.8% | +4.5% |
| 6M | +31.1% | +3.1% | +28.0% | +29.7% |
| YTD | +32.6% | +7.9% | +24.7% | +26.5% |
| 1Y | +30.5% | +14.2% | +16.3% | +20.8% |
| All | +30.5% | +12.7% | +17.8% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling