+83.0%
MMM vs STZ
+12.5%
+70.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.1% |
| 7D | +5.8% | +3.4% | +2.3% | +4.7% |
| 30D | +17.9% | +19.6% | -1.7% | +11.2% |
| 3M | +3.6% | +8.0% | -4.5% | +0.7% |
| 6M | +32.9% | -0.3% | +33.2% | +32.2% |
| YTD | +19.5% | +8.6% | +10.9% | +14.4% |
| 1Y | +16.5% | +17.3% | -0.8% | +8.4% |
| 3Y | +167.2% | -34.7% | +201.8% | +199.4% |
| 5Y | +48.2% | -27.6% | +75.8% | +58.4% |
| 10Y | +83.0% | +11.8% | +71.3% | +68.9% |
| All | +83.0% | +12.5% | +70.5% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling