+104.7%
MPC vs STZ
+15.1%
+89.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.3% |
| 7D | +2.6% | -0.9% | +3.5% | +2.5% |
| 30D | -12.2% | +14.9% | -27.1% | -11.3% |
| 3M | +20.1% | +8.4% | +11.6% | +20.4% |
| 6M | +60.6% | +2.8% | +57.8% | +60.9% |
| YTD | +150.6% | +7.5% | +143.0% | +141.6% |
| 1Y | +104.7% | +12.5% | +92.1% | +95.7% |
| All | +104.7% | +15.1% | +89.5% | +95.7% |
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