+42,678.7%
SBUX vs M
+639.5%
+42,039.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.5% |
| 7D | +1.7% | -4.3% | +6.0% | +2.8% |
| 30D | +12.6% | +1.3% | +11.4% | +12.2% |
| 3M | +0.8% | -7.4% | +8.2% | +2.5% |
| 6M | +0.2% | +18.3% | -18.2% | -5.2% |
| YTD | +27.4% | +7.6% | +19.9% | +22.9% |
| 1Y | +31.5% | +17.4% | +14.1% | +23.7% |
| 3Y | +9.3% | +108.4% | -99.1% | -17.1% |
| 5Y | +1.5% | -10.6% | +12.1% | -9.9% |
| 10Y | +147.9% | -3.2% | +151.1% | +69.3% |
| All | +42,678.7% | +639.5% | +42,039.2% | +13,750.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling