+1,079.5%
MPC vs STZ
+3.4%
+1,076.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | -16.2% | +4.9% | -21.1% | -18.4% |
| 30D | -15.7% | +20.9% | -36.6% | -23.4% |
| 3M | +24.9% | +8.0% | +16.9% | +19.1% |
| 6M | +52.7% | -5.3% | +57.9% | +53.9% |
| YTD | +131.9% | +5.9% | +125.9% | +116.2% |
| 1Y | +96.6% | +14.2% | +82.4% | +75.3% |
| 3Y | +163.8% | -37.0% | +200.7% | +214.5% |
| 5Y | +533.1% | -29.7% | +562.8% | +581.8% |
| All | +1,079.5% | +3.4% | +1,076.1% | +983.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling