+5,632.8%
SBUX vs MAR
+3,179.7%
+2,453.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | +1.0% | +1.8% | -0.7% | +0.2% |
| 30D | +16.6% | +14.3% | +2.3% | +9.7% |
| 3M | -0.6% | +20.0% | -20.6% | -8.6% |
| 6M | +1.8% | +21.7% | -19.9% | -7.5% |
| YTD | +29.7% | +37.7% | -8.0% | +10.8% |
| 1Y | +26.1% | +46.8% | -20.8% | +4.5% |
| 3Y | +10.3% | +121.0% | -110.8% | -24.8% |
| 5Y | +7.6% | +183.1% | -175.5% | -35.8% |
| 10Y | +146.7% | +532.4% | -385.7% | -8.9% |
| All | +5,632.8% | +3,179.7% | +2,453.1% | +730.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling