+128.3%
SBUX vs M
-7.1%
+135.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.2% |
| 7D | -6.3% | -4.1% | -2.2% | -5.6% |
| 30D | -3.9% | -13.6% | +9.8% | -1.5% |
| 3M | +3.3% | -2.3% | +5.6% | +3.4% |
| 6M | +1.4% | +21.9% | -20.5% | -2.6% |
| YTD | +21.0% | -0.6% | +21.5% | +20.0% |
| 1Y | +22.4% | +29.7% | -7.3% | +15.7% |
| 3Y | +13.2% | +107.3% | -94.1% | -5.1% |
| 5Y | -5.2% | +20.5% | -25.7% | -16.1% |
| 10Y | +128.3% | -6.1% | +134.4% | +63.0% |
| All | +128.3% | -7.1% | +135.4% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling