-7.8%
MP vs STZ
-27.7%
+19.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.9% |
| 7D | -19.0% | +11.8% | -30.8% | -21.8% |
| 30D | -30.5% | +26.0% | -56.4% | -35.8% |
| 3M | -29.6% | +11.5% | -41.1% | -32.4% |
| 6M | -50.4% | -2.0% | -48.5% | -50.4% |
| YTD | -33.2% | +7.9% | -41.1% | -37.1% |
| 1Y | -38.6% | +13.9% | -52.5% | -43.8% |
| 3Y | +105.5% | -35.8% | +141.3% | +146.1% |
| 5Y | -7.8% | -28.4% | +20.6% | +12.9% |
| All | -7.8% | -27.7% | +19.9% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling