-35.8%
STZ vs MTB
+97.1%
-132.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.2% |
| 7D | +11.8% | -1.9% | +13.7% | +12.2% |
| 30D | +26.0% | +0.5% | +25.5% | +25.9% |
| 3M | +11.5% | -12.2% | +23.7% | +14.5% |
| 6M | -2.0% | +3.4% | -5.3% | -2.6% |
| YTD | +7.9% | +11.3% | -3.5% | +5.7% |
| 1Y | +13.9% | +23.3% | -9.4% | +9.6% |
| All | -35.8% | +97.1% | -132.9% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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