+136.0%
SBUX vs MDB
+929.6%
-793.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | +1.0% | +11.6% | -10.5% | -0.4% |
| 30D | +16.6% | -8.9% | +25.5% | +17.6% |
| 3M | -0.6% | -22.4% | +21.8% | +1.6% |
| 6M | +1.8% | +10.1% | -8.3% | -1.9% |
| YTD | +29.7% | -19.0% | +48.7% | +28.8% |
| 1Y | +26.1% | -7.0% | +33.1% | +22.2% |
| 3Y | +10.3% | -9.8% | +20.1% | +1.5% |
| 5Y | +7.6% | -40.1% | +47.7% | -3.1% |
| All | +136.0% | +929.6% | -793.7% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling