+564.6%
MPC vs STZ
-27.8%
+592.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -8.8% | +5.3% | -14.2% | -9.8% |
| 30D | -14.4% | +19.6% | -34.0% | -17.4% |
| 3M | +21.9% | +10.0% | +12.0% | +19.4% |
| 6M | +60.1% | -0.3% | +60.4% | +59.5% |
| YTD | +142.3% | +8.6% | +133.7% | +133.5% |
| 1Y | +101.7% | +16.6% | +85.1% | +90.2% |
| 3Y | +184.8% | -34.8% | +219.6% | +211.8% |
| 5Y | +564.6% | -27.8% | +592.4% | +569.0% |
| All | +564.6% | -27.8% | +592.5% | +569.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling