+12.5%
STZ vs MKC
+21.5%
-8.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.9% |
| 7D | +5.3% | -2.4% | +7.8% | +6.3% |
| 30D | +19.6% | +5.4% | +14.2% | +17.3% |
| 3M | +10.0% | -11.1% | +21.1% | +14.8% |
| 6M | -0.3% | -1.4% | +1.1% | -0.2% |
| YTD | +8.6% | -29.4% | +38.0% | +22.6% |
| 1Y | +16.6% | -24.7% | +41.3% | +28.3% |
| 3Y | -34.8% | -21.8% | -13.0% | -29.5% |
| 5Y | -27.8% | -36.0% | +8.2% | -17.8% |
| 10Y | +12.5% | +24.9% | -12.4% | -0.4% |
| All | +12.5% | +21.5% | -8.9% | -0.4% |
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