+4,742.9%
MCD vs SBUX
+43,697.3%
-38,954.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +7.1% | +1.7% | +5.5% | +6.8% |
| 30D | +19.8% | +12.6% | +7.1% | +17.0% |
| 3M | +0.8% | +0.8% | 0.0% | +0.6% |
| 6M | -1.3% | +0.2% | -1.5% | -1.4% |
| YTD | -7.8% | +27.4% | -35.2% | -12.5% |
| 1Y | -5.0% | +31.5% | -36.4% | -10.5% |
| 3Y | +10.5% | +9.3% | +1.3% | +5.4% |
| 5Y | +22.0% | +1.5% | +20.5% | +16.7% |
| 10Y | +216.7% | +147.9% | +68.8% | +154.6% |
| All | +4,742.9% | +43,697.3% | -38,954.4% | +1,613.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 SBUX 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