+44,133.9%
MU vs STZ
+10,752.7%
+33,381.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.6% |
| 7D | -22.0% | +4.9% | -26.9% | -23.3% |
| 30D | -36.6% | +20.9% | -57.4% | -40.4% |
| 3M | -21.7% | +8.0% | -29.7% | -24.4% |
| 6M | +3.5% | -5.3% | +8.8% | +2.8% |
| YTD | +141.9% | +5.9% | +136.0% | +129.7% |
| 1Y | +189.8% | +14.2% | +175.6% | +168.6% |
| 3Y | +855.4% | -37.0% | +892.3% | +943.6% |
| 5Y | +869.2% | -29.7% | +898.9% | +918.2% |
| 10Y | +4,142.8% | +5.2% | +4,137.7% | +3,791.9% |
| All | +44,133.9% | +10,752.7% | +33,381.2% | +16,425.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling