+82.0%
MET vs STZ
-36.5%
+118.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -0.6% |
| 7D | +1.1% | -7.4% | +8.5% | +3.4% |
| 30D | -2.3% | -10.9% | +8.6% | +0.8% |
| 3M | +13.9% | -13.4% | +27.3% | +18.3% |
| 6M | +34.8% | -16.2% | +51.0% | +40.6% |
| YTD | +23.5% | -10.4% | +34.0% | +25.2% |
| 1Y | +23.4% | -14.8% | +38.2% | +26.8% |
| 3Y | +64.9% | -50.1% | +115.0% | +101.6% |
| 5Y | +82.0% | -38.8% | +120.8% | +88.3% |
| All | +82.0% | -36.5% | +118.6% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling