+44,496.8%
SBUX vs M
+696.2%
+43,800.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.2% |
| 7D | +0.2% | -3.3% | +3.5% | +1.0% |
| 30D | +19.1% | +8.1% | +11.0% | +16.6% |
| 3M | +3.6% | +2.2% | +1.4% | +2.7% |
| 6M | +5.1% | +35.1% | -30.0% | -3.9% |
| YTD | +32.9% | +15.8% | +17.0% | +25.6% |
| 1Y | +30.4% | +25.8% | +4.6% | +20.5% |
| 3Y | +13.0% | +156.2% | -143.3% | -18.8% |
| 5Y | +10.5% | -2.4% | +12.9% | -4.1% |
| 10Y | +152.8% | -7.1% | +159.9% | +76.1% |
| All | +44,496.8% | +696.2% | +43,800.6% | +14,061.5% |
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