-46.8%
STZ vs MKC
-29.9%
-17.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.3% |
| 7D | -1.9% | -5.9% | +4.0% | +0.5% |
| 30D | -1.9% | -0.9% | -1.0% | -1.5% |
| 3M | -6.2% | +12.7% | -19.0% | -11.0% |
| 6M | -14.0% | -19.3% | +5.3% | -6.6% |
| YTD | -5.1% | -22.2% | +17.0% | +4.2% |
| 1Y | -9.6% | -23.3% | +13.8% | -0.2% |
| All | -46.8% | -29.9% | -17.0% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling