+9,818.1%
STZ vs MKC
+1,515.5%
+8,302.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.4% |
| 7D | -1.9% | -5.9% | +4.0% | -0.1% |
| 30D | -1.9% | -0.9% | -1.0% | -1.6% |
| 3M | -6.2% | +12.7% | -19.0% | -9.8% |
| 6M | -14.0% | -19.3% | +5.3% | -8.6% |
| YTD | -5.1% | -22.2% | +17.0% | +1.7% |
| 1Y | -9.6% | -23.3% | +13.8% | -2.7% |
| 3Y | -47.2% | -30.0% | -17.2% | -42.0% |
| 5Y | -33.6% | -33.8% | +0.2% | -26.7% |
| 10Y | -9.8% | +24.4% | -34.2% | -18.4% |
| All | +9,818.1% | +1,515.5% | +8,302.6% | +5,816.5% |
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 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