+3,101.0%
MPC vs STZ
+625.7%
+2,475.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +5.4% | -1.9% | +7.4% | +6.3% |
| 30D | +31.0% | -1.9% | +32.9% | +31.6% |
| 3M | +46.0% | -6.2% | +52.3% | +48.8% |
| 6M | +77.3% | -14.0% | +91.3% | +85.7% |
| YTD | +141.9% | -5.1% | +147.0% | +140.8% |
| 1Y | +120.9% | -9.6% | +130.5% | +123.4% |
| 3Y | +182.7% | -47.2% | +229.9% | +254.0% |
| 5Y | +646.4% | -33.6% | +680.0% | +725.2% |
| 10Y | +1,138.7% | -9.8% | +1,148.5% | +1,096.8% |
| All | +3,101.0% | +625.7% | +2,475.3% | +1,271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling