+11.8%
STZ vs MDY
+173.8%
-162.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.4% |
| 7D | -0.9% | +0.2% | -1.1% | -1.1% |
| 30D | +14.9% | +2.1% | +12.8% | +13.3% |
| 3M | +8.4% | -3.6% | +12.1% | +10.6% |
| 6M | +2.8% | +1.7% | +1.1% | +1.3% |
| YTD | +7.5% | +13.8% | -6.3% | -1.7% |
| 1Y | +12.5% | +15.5% | -3.0% | +1.9% |
| 3Y | -35.4% | +58.3% | -93.7% | -53.3% |
| 5Y | -29.3% | +37.4% | -66.7% | -44.7% |
| 10Y | +11.8% | +171.0% | -159.2% | -45.2% |
| All | +11.8% | +173.8% | -162.0% | -45.2% |
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