-6.7%
SBUX vs MDLZ
+17.7%
-24.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -5.5% | +1.9% | -7.4% | -6.3% |
| 30D | -8.5% | +0.4% | -8.9% | -8.7% |
| 3M | -2.9% | -0.6% | -2.3% | -2.9% |
| 6M | -1.5% | +14.7% | -16.2% | -7.7% |
| YTD | +19.4% | +18.0% | +1.4% | +9.4% |
| 1Y | +22.9% | +4.1% | +18.8% | +19.4% |
| 3Y | +11.3% | -4.6% | +15.9% | +11.1% |
| All | -6.7% | +17.7% | -24.4% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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