-29.4%
STZ vs MTB
+63.3%
-92.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +4.9% | -1.3% | +6.3% | +5.2% |
| 30D | +20.9% | +0.5% | +20.4% | +20.8% |
| 3M | +8.0% | -12.4% | +20.4% | +10.8% |
| 6M | -5.3% | +1.5% | -6.8% | -5.6% |
| YTD | +5.9% | +10.3% | -4.4% | +3.9% |
| 1Y | +14.2% | +22.2% | -8.0% | +9.9% |
| 3Y | -37.0% | +96.9% | -133.9% | -45.1% |
| All | -29.4% | +63.3% | -92.7% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling