+2,656.6%
STZ vs MDY
+2,662.7%
-6.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.9% | +0.1% | -2.1% | -2.0% |
| 30D | -1.9% | -1.5% | -0.4% | -1.0% |
| 3M | -6.2% | +0.8% | -7.0% | -6.8% |
| 6M | -14.0% | +7.4% | -21.4% | -17.9% |
| YTD | -5.1% | +15.2% | -20.3% | -13.2% |
| 1Y | -9.6% | +16.5% | -26.1% | -17.9% |
| 3Y | -47.2% | +46.8% | -94.0% | -58.8% |
| 5Y | -33.6% | +46.0% | -79.6% | -48.9% |
| 10Y | -9.8% | +172.1% | -181.8% | -52.7% |
| All | +2,656.6% | +2,662.7% | -6.1% | +362.6% |
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