+158.4%
MMM vs STZ
-34.9%
+193.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -0.4% | +2.6% | -3.0% | -0.9% |
| 30D | +12.1% | +15.2% | -3.1% | +8.9% |
| 3M | +1.4% | +7.6% | -6.2% | -0.2% |
| 6M | +26.6% | +5.3% | +21.3% | +24.9% |
| YTD | +16.8% | +8.6% | +8.2% | +13.5% |
| 1Y | +10.1% | +15.6% | -5.5% | +5.1% |
| 3Y | +158.4% | -35.2% | +193.6% | +173.6% |
| All | +158.4% | -34.9% | +193.3% | +173.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling