+11.8%
STZ vs MKC
+25.5%
-13.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -0.9% | -7.0% | +6.1% | +1.8% |
| 30D | +14.9% | +4.1% | +10.8% | +13.2% |
| 3M | +8.4% | -10.3% | +18.7% | +12.8% |
| 6M | +2.8% | +1.7% | +1.1% | +1.7% |
| YTD | +7.5% | -29.1% | +36.6% | +21.2% |
| 1Y | +12.5% | -26.0% | +38.5% | +24.7% |
| 3Y | -35.4% | -21.5% | -14.0% | -30.3% |
| 5Y | -29.3% | -35.0% | +5.7% | -19.9% |
| 10Y | +11.8% | +25.6% | -13.8% | -1.3% |
| All | +11.8% | +25.5% | -13.7% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling