-40.7%
MP vs STZ
+15.1%
-55.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.6% |
| 7D | +2.3% | -0.9% | +3.2% | +2.1% |
| 30D | -15.3% | +14.9% | -30.2% | -13.4% |
| 3M | -33.5% | +8.4% | -41.9% | -32.3% |
| 6M | -45.5% | +2.8% | -48.3% | -44.4% |
| YTD | -27.3% | +7.5% | -34.8% | -27.1% |
| 1Y | -40.7% | +12.5% | -53.3% | -33.3% |
| All | -40.7% | +15.1% | -55.8% | -33.3% |
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