-6.4%
SBUX vs MTZ
+156.0%
-162.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.1% |
| 7D | -6.2% | 0.0% | -6.2% | -6.3% |
| 30D | -6.4% | -14.8% | +8.4% | -3.7% |
| 3M | +1.0% | -30.8% | +31.8% | +6.6% |
| 6M | -0.4% | -22.6% | +22.2% | +1.8% |
| YTD | +20.0% | +6.8% | +13.1% | +13.4% |
| 1Y | +22.8% | +22.1% | +0.6% | +11.9% |
| 3Y | +12.3% | +153.1% | -140.8% | -15.8% |
| 5Y | -6.4% | +161.4% | -167.8% | -35.9% |
| All | -6.4% | +156.0% | -162.4% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling