-6.4%
SBUX vs MDB
-22.0%
+15.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.4% |
| 7D | -6.2% | -2.8% | -3.5% | -5.9% |
| 30D | -6.4% | -14.9% | +8.4% | -4.9% |
| 3M | +1.0% | +7.3% | -6.3% | -0.7% |
| 6M | -0.4% | +38.2% | -38.6% | -6.3% |
| YTD | +20.0% | -10.9% | +30.9% | +18.8% |
| 1Y | +22.8% | +11.6% | +11.1% | +16.9% |
| 3Y | +12.3% | -0.9% | +13.2% | +2.4% |
| 5Y | -6.4% | -23.5% | +17.1% | -20.8% |
| All | -6.4% | -22.0% | +15.6% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling