+10,972.7%
STZ vs MKC
+1,417.3%
+9,555.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.8% |
| 7D | +4.9% | +2.3% | +2.6% | +4.2% |
| 30D | +20.9% | +8.1% | +12.8% | +18.1% |
| 3M | +8.0% | -6.4% | +14.4% | +10.2% |
| 6M | -5.3% | +1.8% | -7.1% | -6.1% |
| YTD | +5.9% | -26.9% | +32.8% | +15.7% |
| 1Y | +14.2% | -21.7% | +35.9% | +22.1% |
| 3Y | -37.0% | -18.7% | -18.2% | -33.6% |
| 5Y | -29.7% | -32.8% | +3.1% | -22.7% |
| 10Y | +5.2% | +27.0% | -21.8% | -5.3% |
| All | +10,972.7% | +1,417.3% | +9,555.3% | +6,630.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling