+42,678.7%
SBUX vs MOD
+837.2%
+41,841.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.7% |
| 7D | +1.7% | -25.5% | +27.2% | +6.3% |
| 30D | +12.6% | -49.0% | +61.6% | +25.6% |
| 3M | +0.8% | -49.8% | +50.6% | +12.1% |
| 6M | +0.2% | -64.8% | +65.0% | +16.6% |
| YTD | +27.4% | -27.6% | +55.1% | +27.3% |
| 1Y | +31.5% | -35.2% | +66.7% | +33.0% |
| 3Y | +9.3% | +137.1% | -127.9% | -20.4% |
| 5Y | +1.5% | +760.3% | -758.8% | -45.5% |
| 10Y | +147.9% | +938.8% | -790.9% | +8.2% |
| All | +42,678.7% | +837.2% | +41,841.5% | +13,782.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling