+10.4%
MMM vs STZ
-10.2%
+20.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.2% |
| 7D | -3.3% | -1.9% | -1.4% | -3.0% |
| 30D | -7.0% | -1.9% | -5.1% | -6.8% |
| 3M | +10.8% | -6.2% | +17.1% | +11.6% |
| 6M | +5.8% | -14.0% | +19.8% | +7.7% |
| YTD | +6.8% | -5.1% | +11.9% | +6.4% |
| 1Y | +10.4% | -9.6% | +20.0% | +11.5% |
| All | +10.4% | -10.2% | +20.6% | +11.5% |
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