+59.5%
SBUX vs MP
+450.8%
-391.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | -3.1% | -2.9% | -0.3% | -2.9% |
| 30D | -0.9% | +13.8% | -14.7% | -1.9% |
| 3M | +11.6% | -16.7% | +28.3% | +12.6% |
| 6M | +8.8% | -11.5% | +20.3% | +8.7% |
| YTD | +26.3% | +7.9% | +18.4% | +23.8% |
| 1Y | +23.1% | -15.0% | +38.2% | +21.7% |
| 3Y | +15.0% | +153.5% | -138.6% | -1.9% |
| 5Y | +0.4% | +58.7% | -58.3% | -11.2% |
| All | +59.5% | +450.8% | -391.3% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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