+892.6%
SBUX vs MKTX
+1,443.5%
-550.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -6.2% | -0.2% | -6.1% | -6.2% |
| 30D | -6.4% | +0.8% | -7.3% | -6.6% |
| 3M | +1.0% | +41.1% | -40.1% | -7.9% |
| 6M | -0.4% | -9.5% | +9.2% | +0.7% |
| YTD | +20.0% | -8.7% | +28.6% | +20.8% |
| 1Y | +22.8% | -10.0% | +32.7% | +23.7% |
| 3Y | +12.3% | -24.6% | +36.9% | +14.1% |
| 5Y | -6.4% | -60.3% | +53.9% | +9.4% |
| 10Y | +126.5% | +5.0% | +121.4% | +100.9% |
| All | +892.6% | +1,443.5% | -550.8% | +296.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling