+11.3%
SBUX vs MTZ
+160.5%
-149.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.0% |
| 7D | -5.5% | +1.4% | -6.8% | -5.7% |
| 30D | -8.5% | -14.5% | +6.0% | -6.6% |
| 3M | -2.9% | -32.9% | +30.0% | +1.5% |
| 6M | -1.5% | -20.8% | +19.3% | -0.5% |
| YTD | +19.4% | +10.6% | +8.8% | +13.3% |
| 1Y | +22.9% | +27.1% | -4.1% | +13.3% |
| 3Y | +11.3% | +166.1% | -154.9% | -6.7% |
| All | +11.3% | +160.5% | -149.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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