-5.6%
SBUX vs MDT
-19.7%
+14.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -6.3% | -0.3% | -5.9% | -6.1% |
| 30D | -3.9% | +2.8% | -6.6% | -5.0% |
| 3M | +3.3% | +13.1% | -9.8% | -2.3% |
| 6M | +1.4% | +2.3% | -0.9% | +0.1% |
| YTD | +21.0% | -2.7% | +23.6% | +21.8% |
| 1Y | +22.4% | +0.9% | +21.6% | +20.8% |
| 3Y | +13.2% | +26.8% | -13.6% | -1.1% |
| All | -5.6% | -19.7% | +14.0% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling