+42,297.2%
SBUX vs MDT
+3,418.8%
+38,878.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.7% |
| 7D | -3.1% | +3.2% | -6.4% | -4.3% |
| 30D | -0.9% | +9.5% | -10.4% | -4.4% |
| 3M | +11.6% | +16.0% | -4.4% | +5.0% |
| 6M | +8.8% | +0.2% | +8.6% | +7.8% |
| YTD | +26.3% | -0.3% | +26.6% | +25.2% |
| 1Y | +23.1% | +4.7% | +18.4% | +19.5% |
| 3Y | +15.0% | +26.5% | -11.6% | +2.9% |
| 5Y | +0.4% | -18.2% | +18.6% | +5.4% |
| 10Y | +130.7% | +40.0% | +90.7% | +96.8% |
| All | +42,297.2% | +3,418.8% | +38,878.4% | +21,035.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling