+11.1%
SBUX vs MOD
+135.8%
-124.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.4% |
| 7D | +1.0% | +16.1% | -15.1% | 0.0% |
| 30D | +16.6% | -38.5% | +55.1% | +20.2% |
| 3M | -0.6% | -46.8% | +46.3% | +3.5% |
| 6M | +1.8% | -61.6% | +63.4% | +8.0% |
| YTD | +29.7% | -20.5% | +50.2% | +25.9% |
| 1Y | +26.1% | -28.0% | +54.1% | +23.2% |
| All | +11.1% | +135.8% | -124.6% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling