+16.3%
STZ vs MDY
+165.3%
-149.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +2.6% | +2.3% | +0.3% | +1.2% |
| 30D | +15.2% | +2.0% | +13.2% | +13.6% |
| 3M | +7.6% | -5.6% | +13.3% | +11.2% |
| 6M | +5.3% | +1.3% | +4.0% | +3.9% |
| YTD | +8.6% | +12.3% | -3.7% | +0.1% |
| 1Y | +15.6% | +15.8% | -0.2% | +4.4% |
| 3Y | -35.2% | +56.5% | -91.7% | -52.8% |
| 5Y | -29.1% | +35.1% | -64.2% | -44.0% |
| All | +16.3% | +165.3% | -149.0% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling