+145.0%
SBUX vs MOD
+1,079.7%
-934.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +27.9% | -28.0% | -3.6% |
| 7D | +1.6% | +40.4% | -38.8% | -3.0% |
| 30D | +14.8% | -14.0% | +28.8% | +15.7% |
| 3M | -0.8% | -33.3% | +32.5% | +2.9% |
| 6M | +2.2% | -51.4% | +53.6% | +9.1% |
| YTD | +29.5% | +1.6% | +27.8% | +22.6% |
| 1Y | +27.0% | +5.4% | +21.6% | +19.2% |
| 3Y | +10.9% | +191.0% | -180.1% | -16.4% |
| 5Y | +7.4% | +1,093.1% | -1,085.7% | -38.3% |
| All | +145.0% | +1,079.7% | -934.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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