+18.6%
SBUX vs MDLN
-7.5%
+26.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.4% |
| 7D | -6.2% | -11.5% | +5.2% | -5.4% |
| 30D | -6.4% | -7.6% | +1.1% | -6.0% |
| 3M | +1.0% | -11.4% | +12.4% | +1.7% |
| 6M | -0.4% | -24.5% | +24.1% | 0.0% |
| YTD | +20.0% | -22.9% | +42.8% | +23.8% |
| All | +18.6% | -7.5% | +26.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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