+145.4%
SBUX vs MOD
+822.6%
-677.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +1.0% | +16.1% | -15.1% | -0.9% |
| 30D | +16.6% | -38.5% | +55.1% | +22.9% |
| 3M | -0.6% | -46.8% | +46.3% | +6.4% |
| 6M | +1.8% | -61.6% | +63.4% | +12.3% |
| YTD | +29.7% | -20.5% | +50.2% | +27.2% |
| 1Y | +26.1% | -28.0% | +54.1% | +24.7% |
| 3Y | +10.3% | +134.9% | -124.7% | -14.4% |
| 5Y | +7.6% | +833.2% | -825.5% | -36.1% |
| All | +145.4% | +822.6% | -677.2% | +24.8% |
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