-6.7%
SBUX vs MKTX
-60.5%
+53.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | -8.5% | +0.7% | -9.2% | -8.6% |
| 3M | -2.9% | +40.8% | -43.7% | -8.8% |
| 6M | -1.5% | -8.0% | +6.5% | -0.4% |
| YTD | +19.4% | -8.7% | +28.1% | +20.8% |
| 1Y | +22.9% | -11.8% | +34.8% | +25.0% |
| 3Y | +11.3% | -24.0% | +35.3% | +11.9% |
| All | -6.7% | -60.5% | +53.8% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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