+3,005.7%
MPC vs STZ
+725.0%
+2,280.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.7% |
| 7D | -12.8% | +11.8% | -24.5% | -16.9% |
| 30D | -12.7% | +26.0% | -38.7% | -20.9% |
| 3M | +27.1% | +11.5% | +15.5% | +20.4% |
| 6M | +45.8% | -2.0% | +47.8% | +44.6% |
| YTD | +134.7% | +7.9% | +126.8% | +120.2% |
| 1Y | +106.0% | +13.9% | +92.1% | +88.1% |
| 3Y | +165.5% | -35.8% | +201.3% | +204.2% |
| 5Y | +540.9% | -28.4% | +569.3% | +585.3% |
| 10Y | +1,133.6% | +7.1% | +1,126.6% | +1,007.3% |
| All | +3,005.7% | +725.0% | +2,280.7% | +1,154.1% |
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