+11,174.7%
STZ vs MKC
+1,469.4%
+9,705.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +11.8% | +7.0% | +4.8% | +9.5% |
| 30D | +26.0% | +11.4% | +14.5% | +21.9% |
| 3M | +11.5% | -3.7% | +15.2% | +12.8% |
| 6M | -2.0% | +5.3% | -7.2% | -3.8% |
| YTD | +7.9% | -24.4% | +32.2% | +16.6% |
| 1Y | +13.9% | -19.7% | +33.6% | +20.8% |
| 3Y | -35.8% | -16.3% | -19.6% | -33.1% |
| 5Y | -28.4% | -30.5% | +2.1% | -22.1% |
| 10Y | +7.1% | +31.3% | -24.2% | -4.5% |
| All | +11,174.7% | +1,469.4% | +9,705.3% | +6,682.3% |
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