+4,378.1%
MCD vs SBUX
+43,306.7%
-38,928.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -2.8% | -3.1% | +0.3% | -2.2% |
| 30D | -6.0% | -0.9% | -5.1% | -5.9% |
| 3M | -5.6% | +11.6% | -17.2% | -7.7% |
| 6M | -21.9% | +8.8% | -30.6% | -23.4% |
| YTD | -14.7% | +26.3% | -41.0% | -19.0% |
| 1Y | -17.3% | +23.1% | -40.4% | -21.1% |
| 3Y | -2.2% | +15.0% | -17.1% | -7.8% |
| 5Y | +20.3% | +0.4% | +19.9% | +15.2% |
| 10Y | +180.7% | +130.7% | +50.0% | +128.5% |
| All | +4,378.1% | +43,306.7% | -38,928.6% | +1,487.6% |
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