+11.8%
STZ vs MDY
+180.7%
-169.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +0.6% |
| 7D | +3.4% | +0.7% | +2.8% | +3.0% |
| 30D | +19.6% | +1.3% | +18.3% | +18.5% |
| 3M | +8.0% | -4.1% | +12.1% | +10.6% |
| 6M | -0.3% | +1.0% | -1.3% | -1.3% |
| YTD | +8.6% | +13.3% | -4.7% | -0.5% |
| 1Y | +17.3% | +15.7% | +1.6% | +6.1% |
| 3Y | -34.7% | +59.6% | -94.2% | -53.0% |
| 5Y | -27.6% | +36.3% | -63.9% | -43.1% |
| 10Y | +11.8% | +173.6% | -161.9% | -46.4% |
| All | +11.8% | +180.7% | -169.0% | -46.4% |
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