+445.3%
MP vs STZ
-20.6%
+465.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -2.9% | -1.9% | -0.9% | -2.2% |
| 30D | +13.8% | -1.9% | +15.7% | +14.4% |
| 3M | -16.7% | -6.2% | -10.5% | -15.5% |
| 6M | -11.5% | -14.0% | +2.5% | -7.7% |
| YTD | +7.9% | -5.1% | +13.1% | +6.9% |
| 1Y | -15.0% | -9.6% | -5.5% | -14.5% |
| 3Y | +153.5% | -47.2% | +200.7% | +223.3% |
| 5Y | +58.7% | -33.6% | +92.2% | +84.2% |
| All | +445.3% | -20.6% | +465.9% | +496.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling