+53.8%
MMM vs STZ
-14.3%
+68.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +1.2% |
| 7D | -1.6% | -7.4% | +5.8% | +0.8% |
| 30D | -8.0% | -10.9% | +2.9% | -4.6% |
| 3M | +9.4% | -13.4% | +22.8% | +14.1% |
| 6M | +10.2% | -16.2% | +26.4% | +15.9% |
| YTD | +6.1% | -10.4% | +16.6% | +8.4% |
| 1Y | +10.8% | -14.8% | +25.6% | +14.8% |
| 3Y | +104.8% | -50.1% | +154.9% | +151.6% |
| 5Y | +27.0% | -38.8% | +65.8% | +43.4% |
| 10Y | +53.8% | -14.1% | +67.9% | +49.8% |
| All | +53.8% | -14.3% | +68.1% | +49.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling