+1,315.7%
MU vs STZ
-33.3%
+1,349.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.2% |
| 7D | +9.0% | -1.9% | +10.9% | +9.3% |
| 30D | +13.8% | -1.9% | +15.7% | +13.9% |
| 3M | +2.1% | -6.2% | +8.3% | +2.7% |
| 6M | +153.8% | -14.0% | +167.8% | +158.8% |
| YTD | +256.4% | -5.1% | +261.5% | +247.3% |
| 1Y | +719.8% | -9.6% | +729.3% | +710.5% |
| 3Y | +1,360.4% | -47.2% | +1,407.6% | +1,599.3% |
| All | +1,315.7% | -33.3% | +1,349.0% | +1,412.8% |
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