+14.2%
STZ vs MDY
+12.3%
+1.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +4.9% | -1.7% | +6.6% | +5.2% |
| 30D | +20.9% | -0.9% | +21.8% | +21.0% |
| 3M | +8.0% | -5.7% | +13.7% | +9.4% |
| 6M | -5.3% | -2.9% | -2.4% | -4.9% |
| YTD | +5.9% | +9.8% | -3.9% | +1.6% |
| 1Y | +14.2% | +13.5% | +0.7% | +10.0% |
| All | +14.2% | +12.3% | +1.9% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling