+1,282.6%
MET vs STZ
+2,654.6%
-1,372.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.8% | +5.3% | -3.6% | -0.5% |
| 30D | +4.8% | +19.6% | -14.8% | -3.1% |
| 3M | +6.2% | +10.0% | -3.8% | +1.4% |
| 6M | +33.8% | -0.3% | +34.1% | +32.7% |
| YTD | +33.3% | +8.6% | +24.7% | +25.8% |
| 1Y | +36.3% | +16.6% | +19.8% | +24.4% |
| 3Y | +84.6% | -34.8% | +119.4% | +111.1% |
| 5Y | +87.7% | -27.8% | +115.5% | +102.7% |
| 10Y | +198.0% | +12.5% | +185.4% | +157.5% |
| All | +1,282.6% | +2,654.6% | -1,372.0% | +220.9% |
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