+5,483.7%
SBUX vs MAR
+2,498.9%
+2,984.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -3.1% | -4.2% | +1.0% | -1.3% |
| 30D | -0.9% | -6.7% | +5.8% | +2.2% |
| 3M | +11.6% | -12.5% | +24.1% | +18.1% |
| 6M | +8.8% | +0.6% | +8.2% | +7.7% |
| YTD | +26.3% | +9.1% | +17.2% | +20.0% |
| 1Y | +23.1% | +26.2% | -3.1% | +9.2% |
| 3Y | +15.0% | +68.2% | -53.2% | -11.4% |
| 5Y | +0.4% | +163.9% | -163.6% | -38.3% |
| 10Y | +130.7% | +420.6% | -289.9% | -7.1% |
| All | +5,483.7% | +2,498.9% | +2,984.8% | +799.4% |
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