+855.4%
MU vs STZ
-37.2%
+892.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.0% |
| 7D | -22.0% | +4.9% | -26.9% | -21.7% |
| 30D | -36.6% | +20.9% | -57.4% | -36.1% |
| 3M | -21.7% | +8.0% | -29.7% | -21.1% |
| 6M | +3.5% | -5.3% | +8.8% | +5.8% |
| YTD | +141.9% | +5.9% | +136.0% | +137.0% |
| 1Y | +189.8% | +14.2% | +175.6% | +178.6% |
| 3Y | +855.4% | -37.0% | +892.3% | +898.7% |
| All | +855.4% | -37.2% | +892.6% | +898.7% |
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