+8.6%
SBUX vs MULL
+2,481.0%
-2,472.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.7% | -2.2% |
| 7D | -3.9% | +14.0% | -17.9% | -4.6% |
| 30D | -2.8% | +24.8% | -27.6% | -4.1% |
| 3M | +8.2% | -16.1% | +24.3% | +6.1% |
| 6M | +4.3% | +330.9% | -326.6% | -13.6% |
| YTD | +23.3% | +545.0% | -521.7% | -3.9% |
| 1Y | +24.3% | +2,427.1% | -2,402.8% | -20.0% |
| All | +8.6% | +2,481.0% | -2,472.5% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MULL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling