+3,033.6%
STZ vs MDY
+2,517.8%
+515.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +1.6% |
| 7D | +11.8% | -3.4% | +15.2% | +14.0% |
| 30D | +26.0% | -3.2% | +29.1% | +28.1% |
| 3M | +11.5% | -6.7% | +18.2% | +15.8% |
| 6M | -2.0% | -1.8% | -0.2% | -1.3% |
| YTD | +7.9% | +9.2% | -1.3% | +1.6% |
| 1Y | +13.9% | +11.7% | +2.2% | +5.8% |
| 3Y | -35.8% | +49.5% | -85.3% | -50.6% |
| 5Y | -28.4% | +31.2% | -59.6% | -41.4% |
| 10Y | +7.1% | +174.7% | -167.7% | -44.3% |
| All | +3,033.6% | +2,517.8% | +515.8% | +441.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling