-34.8%
STZ vs MDY
+58.3%
-93.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +19.0% |
| 3M | +10.0% | -4.1% | +14.1% | +11.7% |
| 6M | -0.3% | +0.6% | -0.9% | -0.8% |
| YTD | +8.6% | +12.9% | -4.4% | +2.5% |
| 1Y | +16.6% | +14.6% | +2.0% | +9.3% |
| 3Y | -34.8% | +57.1% | -91.9% | -47.2% |
| All | -34.8% | +58.3% | -93.1% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling