+16.3%
STZ vs MKC
+25.8%
-9.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.2% |
| 7D | +2.6% | -3.0% | +5.5% | +3.7% |
| 30D | +15.2% | +4.8% | +10.4% | +13.2% |
| 3M | +7.6% | -12.8% | +20.5% | +13.2% |
| 6M | +5.3% | +5.0% | +0.2% | +2.8% |
| YTD | +8.6% | -29.1% | +37.7% | +22.5% |
| 1Y | +15.6% | -26.4% | +42.0% | +28.3% |
| 3Y | -35.2% | -21.6% | -13.5% | -30.0% |
| 5Y | -29.1% | -35.2% | +6.2% | -19.5% |
| All | +16.3% | +25.8% | -9.5% | +2.8% |
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