+1,171.8%
MPC vs STZ
+13.4%
+1,158.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +11.2% | +2.6% | +8.7% | +9.9% |
| 30D | -14.5% | +15.2% | -29.7% | -20.5% |
| 3M | +16.7% | +7.6% | +9.0% | +11.5% |
| 6M | +67.6% | +5.3% | +62.3% | +60.5% |
| YTD | +157.9% | +8.6% | +149.3% | +137.3% |
| 1Y | +116.7% | +15.6% | +101.1% | +91.8% |
| 3Y | +199.8% | -35.2% | +234.9% | +253.6% |
| 5Y | +604.4% | -29.1% | +633.5% | +658.4% |
| All | +1,171.8% | +13.4% | +1,158.4% | +1,027.9% |
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 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