+5.6%
SBUX vs MULL
+2,366.2%
-2,360.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.3% | +8.5% | -0.4% |
| 7D | -6.2% | +3.6% | -9.8% | -6.5% |
| 30D | -6.4% | +22.0% | -28.5% | -7.6% |
| 3M | +1.0% | -8.6% | +9.7% | -1.5% |
| 6M | -0.4% | +248.5% | -248.9% | -16.1% |
| YTD | +20.0% | +516.3% | -496.3% | -6.3% |
| 1Y | +22.8% | +2,036.6% | -2,013.9% | -19.5% |
| All | +5.6% | +2,366.2% | -2,360.5% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling