+7.6%
SBUX vs MLM
+28.3%
-20.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.9% |
| 7D | +1.0% | -2.0% | +3.0% | +1.8% |
| 30D | +16.6% | +9.5% | +7.1% | +12.7% |
| 3M | -0.6% | -4.7% | +4.2% | +1.2% |
| 6M | +1.8% | -10.7% | +12.5% | +5.3% |
| YTD | +29.7% | -16.6% | +46.2% | +36.7% |
| 1Y | +26.1% | -15.4% | +41.4% | +32.1% |
| 3Y | +10.3% | +15.9% | -5.7% | -3.9% |
| 5Y | +7.6% | +27.1% | -19.5% | -12.0% |
| All | +7.6% | +28.3% | -20.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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