+16.6%
STZ vs MDY
+14.5%
+2.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +19.6% | +1.0% | +18.6% | +19.3% |
| 3M | +10.0% | -4.1% | +14.1% | +11.0% |
| 6M | -0.3% | +0.6% | -0.9% | -0.6% |
| YTD | +8.6% | +12.9% | -4.4% | +3.4% |
| 1Y | +16.6% | +14.6% | +2.0% | +11.4% |
| All | +16.6% | +14.5% | +2.1% | +11.4% |
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 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