-9.2%
STZ vs MKC
+24.6%
-33.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.3% |
| 7D | -1.9% | -5.9% | +4.0% | +0.3% |
| 30D | -1.9% | -0.9% | -1.0% | -1.6% |
| 3M | -6.2% | +12.7% | -19.0% | -10.7% |
| 6M | -14.0% | -19.3% | +5.3% | -7.3% |
| YTD | -5.1% | -22.2% | +17.0% | +3.4% |
| 1Y | -9.6% | -23.3% | +13.8% | -1.1% |
| 3Y | -47.2% | -30.0% | -17.2% | -40.8% |
| 5Y | -33.6% | -33.8% | +0.2% | -25.1% |
| All | -9.2% | +24.6% | -33.8% | -18.7% |
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