-29.3%
STZ vs MDY
+37.8%
-67.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.3% |
| 7D | -0.9% | +0.2% | -1.1% | -1.1% |
| 30D | +14.9% | +2.1% | +12.8% | +13.7% |
| 3M | +8.4% | -3.6% | +12.1% | +10.1% |
| 6M | +2.8% | +1.7% | +1.1% | +1.7% |
| YTD | +7.5% | +13.8% | -6.3% | +0.8% |
| 1Y | +12.5% | +15.5% | -3.0% | +4.7% |
| 3Y | -35.4% | +58.3% | -93.7% | -48.9% |
| 5Y | -29.3% | +37.4% | -66.7% | -41.4% |
| All | -29.3% | +37.8% | -67.1% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling