-2.7%
SBUX vs M
+24.8%
-27.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.9% |
| 7D | -3.9% | +2.4% | -6.3% | -4.3% |
| 30D | -2.8% | -11.6% | +8.8% | -0.5% |
| 3M | +8.2% | +1.6% | +6.6% | +7.5% |
| 6M | +4.3% | +25.2% | -21.0% | -1.1% |
| YTD | +23.3% | +3.8% | +19.6% | +21.2% |
| 1Y | +24.3% | +36.3% | -12.1% | +15.4% |
| 3Y | +15.5% | +116.3% | -100.9% | -7.7% |
| 5Y | -2.7% | +28.2% | -30.9% | -14.7% |
| All | -2.7% | +24.8% | -27.5% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling