+152.8%
SBUX vs MOD
+915.9%
-763.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.5% |
| 7D | +0.2% | +8.2% | -8.1% | -0.9% |
| 30D | +19.1% | -38.2% | +57.2% | +25.5% |
| 3M | +3.6% | -46.2% | +49.8% | +10.8% |
| 6M | +5.1% | -62.5% | +67.7% | +16.4% |
| YTD | +32.9% | -20.1% | +53.0% | +30.2% |
| 1Y | +30.4% | -29.7% | +60.1% | +29.5% |
| 3Y | +13.0% | +136.2% | -123.2% | -12.4% |
| 5Y | +10.5% | +820.4% | -809.8% | -34.2% |
| 10Y | +152.8% | +839.8% | -687.0% | +28.2% |
| All | +152.8% | +915.9% | -763.1% | +28.2% |
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