+938.2%
MU vs STZ
-29.4%
+967.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +12.8% | +2.6% | +10.2% | +12.6% |
| 30D | -14.9% | +15.2% | -30.1% | -16.2% |
| 3M | -18.0% | +7.6% | -25.7% | -18.6% |
| 6M | -3.1% | +5.3% | -8.4% | -3.9% |
| YTD | +172.9% | +8.6% | +164.3% | +161.8% |
| 1Y | +228.8% | +15.6% | +213.3% | +208.9% |
| 3Y | +950.8% | -35.2% | +986.0% | +1,066.8% |
| All | +938.2% | -29.4% | +967.6% | +1,021.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling