+719.8%
MU vs STZ
-10.2%
+729.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +5.9% |
| 7D | +9.0% | -1.9% | +10.9% | +8.3% |
| 30D | +13.8% | -1.9% | +15.7% | +13.3% |
| 3M | +2.1% | -6.2% | +8.3% | +1.3% |
| 6M | +153.8% | -14.0% | +167.8% | +149.0% |
| YTD | +256.4% | -5.1% | +261.5% | +230.0% |
| 1Y | +719.8% | -9.6% | +729.3% | +703.8% |
| All | +719.8% | -10.2% | +729.9% | +703.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling