+31.5%
SBUX vs MOD
-37.3%
+68.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -0.6% |
| 7D | +1.7% | -25.5% | +27.2% | +1.4% |
| 30D | +12.6% | -49.0% | +61.6% | +12.7% |
| 3M | +0.8% | -49.8% | +50.6% | +0.9% |
| 6M | +0.2% | -64.8% | +65.0% | +0.3% |
| YTD | +27.4% | -27.6% | +55.1% | +23.0% |
| 1Y | +31.5% | -35.2% | +66.7% | +27.0% |
| All | +31.5% | -37.3% | +68.8% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling