+96.6%
MPC vs STZ
+13.3%
+83.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.4% |
| 7D | -16.2% | +4.9% | -21.1% | -15.9% |
| 30D | -15.7% | +20.9% | -36.6% | -14.7% |
| 3M | +24.9% | +8.0% | +16.9% | +25.2% |
| 6M | +52.7% | -5.3% | +57.9% | +52.2% |
| YTD | +131.9% | +5.9% | +125.9% | +122.7% |
| 1Y | +96.6% | +14.2% | +82.4% | +84.4% |
| All | +96.6% | +13.3% | +83.4% | +84.4% |
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