+2,689.1%
SBUX vs MDLZ
+460.1%
+2,229.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.6% |
| 7D | -6.3% | 0.0% | -6.2% | -6.3% |
| 30D | -3.9% | +1.4% | -5.3% | -4.7% |
| 3M | +3.3% | 0.0% | +3.3% | +2.8% |
| 6M | +1.4% | +9.1% | -7.7% | -3.7% |
| YTD | +21.0% | +17.9% | +3.0% | +9.5% |
| 1Y | +22.4% | +3.2% | +19.2% | +18.9% |
| 3Y | +13.2% | -2.5% | +15.7% | +11.0% |
| 5Y | -5.2% | +17.6% | -22.8% | -16.4% |
| 10Y | +128.3% | +87.9% | +40.4% | +55.2% |
| All | +2,689.1% | +460.1% | +2,229.1% | +887.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling