+11.1%
SBUX vs MDB
-9.7%
+20.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | +1.0% | +11.6% | -10.5% | +0.2% |
| 30D | +16.6% | -8.9% | +25.5% | +17.2% |
| 3M | -0.6% | -22.4% | +21.8% | +0.8% |
| 6M | +1.8% | +10.1% | -8.3% | -0.8% |
| YTD | +29.7% | -19.0% | +48.7% | +29.3% |
| 1Y | +26.1% | -7.0% | +33.1% | +23.4% |
| All | +11.1% | -9.7% | +20.9% | +0.7% |
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 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