+167.0%
MPC vs STZ
-36.0%
+203.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.8% |
| 7D | -12.8% | +11.8% | -24.5% | -13.9% |
| 30D | -12.7% | +26.0% | -38.7% | -15.0% |
| 3M | +27.1% | +11.5% | +15.5% | +25.2% |
| 6M | +45.8% | -2.0% | +47.8% | +45.9% |
| YTD | +134.7% | +7.9% | +126.8% | +128.4% |
| 1Y | +106.0% | +13.9% | +92.1% | +97.8% |
| All | +167.0% | -36.0% | +203.1% | +182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling