+86.8%
MET vs STZ
-35.4%
+122.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.9% |
| 7D | +1.3% | +3.4% | -2.1% | +0.6% |
| 30D | +4.0% | +19.6% | -15.6% | +0.2% |
| 3M | +4.6% | +8.0% | -3.4% | +2.7% |
| 6M | +32.8% | -0.3% | +33.1% | +32.2% |
| YTD | +32.3% | +8.6% | +23.7% | +28.0% |
| 1Y | +37.1% | +17.3% | +19.8% | +30.0% |
| 3Y | +86.8% | -34.7% | +121.5% | +98.7% |
| All | +86.8% | -35.4% | +122.3% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling