+117.2%
MPC vs STZ
+14.7%
+102.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.3% | -13.4% | -7.6% |
| 7D | -10.9% | +13.0% | -23.9% | -10.2% |
| 30D | -9.4% | +29.4% | -38.8% | -7.7% |
| 3M | +26.0% | +11.6% | +14.4% | +26.7% |
| 6M | +56.5% | -0.2% | +56.7% | +56.5% |
| YTD | +144.3% | +8.6% | +135.7% | +137.3% |
| 1Y | +117.2% | +15.9% | +101.3% | +111.8% |
| All | +117.2% | +14.7% | +102.5% | +111.8% |
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