+22.4%
SBUX vs MDB
+10.8%
+11.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | -6.3% | -4.5% | -1.7% | -6.2% |
| 30D | -3.9% | -14.0% | +10.1% | -3.6% |
| 3M | +3.3% | +5.3% | -2.0% | +3.1% |
| 6M | +1.4% | +31.9% | -30.4% | -0.3% |
| YTD | +21.0% | -14.6% | +35.6% | +19.8% |
| 1Y | +22.4% | +8.2% | +14.2% | +20.7% |
| All | +22.4% | +10.8% | +11.6% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling