+9,818.1%
STZ vs MTB
+4,279.9%
+5,538.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.9% | +1.7% | -3.6% | -2.4% |
| 30D | -1.9% | -4.2% | +2.3% | -0.8% |
| 3M | -6.2% | +8.9% | -15.1% | -8.5% |
| 6M | -14.0% | +10.9% | -24.9% | -16.6% |
| YTD | -5.1% | +21.5% | -26.6% | -10.4% |
| 1Y | -9.6% | +21.9% | -31.5% | -14.8% |
| 3Y | -47.2% | +109.2% | -156.5% | -58.2% |
| 5Y | -33.6% | +102.0% | -135.5% | -48.5% |
| 10Y | -9.8% | +171.9% | -181.7% | -39.2% |
| All | +9,818.1% | +4,279.9% | +5,538.2% | +3,755.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling