-5.3%
STZ vs MDY
-2.4%
-2.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | +4.9% | -1.7% | +6.6% | +5.1% |
| 30D | +20.9% | -0.9% | +21.8% | +20.8% |
| 3M | +8.0% | -5.7% | +13.7% | +9.1% |
| 6M | -5.3% | -2.9% | -2.4% | -5.3% |
| All | -5.3% | -2.4% | -2.9% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling