+4,692.3%
MCD vs SBUX
+44,466.0%
-39,773.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | +16.0% | +16.6% | -0.5% | +12.5% |
| 3M | 0.0% | -0.6% | +0.5% | 0.0% |
| 6M | +0.9% | +1.8% | -0.9% | +0.5% |
| YTD | -8.7% | +29.7% | -38.4% | -13.8% |
| 1Y | -8.6% | +26.1% | -34.6% | -13.2% |
| 3Y | +9.9% | +10.3% | -0.4% | +4.6% |
| 5Y | +22.6% | +7.6% | +15.0% | +15.9% |
| 10Y | +204.6% | +146.7% | +57.9% | +145.0% |
| All | +4,692.3% | +44,466.0% | -39,773.7% | +1,589.9% |
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