+642.2%
MPC vs STZ
-33.3%
+675.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +5.4% | -1.9% | +7.4% | +5.9% |
| 30D | +31.0% | -1.9% | +32.9% | +31.3% |
| 3M | +46.0% | -6.2% | +52.3% | +47.5% |
| 6M | +77.3% | -14.0% | +91.3% | +81.8% |
| YTD | +141.9% | -5.1% | +147.0% | +139.8% |
| 1Y | +120.9% | -9.6% | +130.5% | +121.6% |
| 3Y | +182.7% | -47.2% | +229.9% | +229.4% |
| All | +642.2% | -33.3% | +675.5% | +652.4% |
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 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