+15,990.1%
SBUX vs MCO
+7,398.7%
+8,591.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | -6.3% | -3.1% | -3.1% | -5.1% |
| 30D | -3.9% | -0.5% | -3.3% | -3.7% |
| 3M | +3.3% | +5.7% | -2.4% | +0.6% |
| 6M | +1.4% | +3.0% | -1.6% | -0.5% |
| YTD | +21.0% | -6.5% | +27.4% | +22.5% |
| 1Y | +22.4% | -5.8% | +28.2% | +23.2% |
| 3Y | +13.2% | +43.1% | -29.9% | -4.8% |
| 5Y | -5.2% | +29.5% | -34.7% | -18.0% |
| 10Y | +128.3% | +388.8% | -260.5% | +16.1% |
| All | +15,990.1% | +7,398.7% | +8,591.4% | +2,585.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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