+128.3%
SBUX vs MMM
+51.9%
+76.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.2% |
| 7D | -6.3% | -2.6% | -3.7% | -5.2% |
| 30D | -3.9% | -9.3% | +5.4% | +0.1% |
| 3M | +3.3% | +5.6% | -2.3% | +0.6% |
| 6M | +1.4% | +9.5% | -8.0% | -3.0% |
| YTD | +21.0% | +4.1% | +16.8% | +17.8% |
| 1Y | +22.4% | +9.4% | +13.0% | +16.5% |
| 3Y | +13.2% | +101.0% | -87.7% | -19.5% |
| 5Y | -5.2% | +26.1% | -31.3% | -16.3% |
| 10Y | +128.3% | +54.7% | +73.6% | +64.9% |
| All | +128.3% | +51.9% | +76.4% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling