+42,297.2%
SBUX vs MOD
+1,862.8%
+40,434.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -2.1% |
| 7D | -3.1% | +9.6% | -12.7% | -4.8% |
| 30D | -0.9% | 0.0% | -0.9% | -1.1% |
| 3M | +11.6% | -35.4% | +47.0% | +19.2% |
| 6M | +8.8% | -7.3% | +16.1% | +7.1% |
| YTD | +26.3% | +45.8% | -19.5% | +13.0% |
| 1Y | +23.1% | +43.1% | -20.0% | +9.1% |
| 3Y | +15.0% | +297.7% | -282.7% | -22.6% |
| 5Y | +0.4% | +1,478.8% | -1,478.4% | -51.0% |
| 10Y | +130.7% | +1,633.4% | -1,502.7% | -6.4% |
| All | +42,297.2% | +1,862.8% | +40,434.4% | +12,154.0% |
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