+995.4%
MU vs STZ
-35.6%
+1,031.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.0% | +12.8% | +11.8% |
| 7D | +2.0% | -0.9% | +3.0% | +1.9% |
| 30D | -18.0% | +14.9% | -32.9% | -17.3% |
| 3M | -6.6% | +8.4% | -15.0% | -5.7% |
| 6M | +2.0% | +2.8% | -0.8% | +3.4% |
| YTD | +184.5% | +7.5% | +176.9% | +178.9% |
| 1Y | +236.9% | +12.5% | +224.3% | +226.7% |
| All | +995.4% | -35.6% | +1,031.0% | +1,046.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling