+11.8%
SBUX vs MDT
+25.9%
-14.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -6.2% | -1.6% | -4.6% | -5.7% |
| 30D | -6.4% | +1.0% | -7.5% | -6.8% |
| 3M | +1.0% | +15.2% | -14.2% | -4.3% |
| 6M | -0.4% | +3.7% | -4.1% | -1.5% |
| YTD | +20.0% | -3.0% | +22.9% | +21.6% |
| 1Y | +22.8% | +2.5% | +20.3% | +20.8% |
| All | +11.8% | +25.9% | -14.0% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 3y: compounded portfolio wealth divided by compounded MDT 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…
3y analysis · Full analysis span regression · 6 months rolling