+123.9%
SBUX vs MAR
+450.9%
-327.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.2% |
| 7D | -5.5% | -0.5% | -4.9% | -5.3% |
| 30D | -8.5% | -5.4% | -3.0% | -6.4% |
| 3M | -2.9% | -15.5% | +12.6% | +3.6% |
| 6M | -1.5% | +3.0% | -4.5% | -3.4% |
| YTD | +19.4% | +8.5% | +10.9% | +14.2% |
| 1Y | +22.9% | +26.0% | -3.0% | +10.3% |
| 3Y | +11.3% | +68.6% | -57.3% | -11.9% |
| 5Y | -6.9% | +157.4% | -164.2% | -38.4% |
| All | +123.9% | +450.9% | -327.0% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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