+18.5%
SBUX vs MDB
-1.4%
+19.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.9% |
| 7D | -3.1% | -17.4% | +14.3% | -1.7% |
| 30D | -0.9% | -2.0% | +1.1% | -1.0% |
| 3M | +11.6% | -3.0% | +14.6% | +11.3% |
| 6M | +8.8% | +48.7% | -39.9% | +3.3% |
| YTD | +26.3% | -12.1% | +38.5% | +25.8% |
| 1Y | +23.1% | +14.5% | +8.6% | +18.5% |
| All | +18.5% | -1.4% | +19.8% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling