+1,209.8%
MET vs STZ
+2,307.4%
-1,097.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +1.2% | -1.9% | +3.1% | +2.0% |
| 30D | +1.4% | -1.9% | +3.3% | +2.0% |
| 3M | +17.7% | -6.2% | +23.9% | +20.4% |
| 6M | +35.0% | -14.0% | +49.0% | +42.4% |
| YTD | +26.3% | -5.1% | +31.4% | +26.7% |
| 1Y | +22.8% | -9.6% | +32.4% | +25.2% |
| 3Y | +65.9% | -47.2% | +113.2% | +108.7% |
| 5Y | +85.4% | -33.6% | +118.9% | +107.9% |
| 10Y | +253.7% | -9.8% | +263.5% | +235.3% |
| All | +1,209.8% | +2,307.4% | -1,097.5% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling