+123.9%
SBUX vs MXL
+313.4%
-189.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -1.4% |
| 7D | -5.5% | +18.9% | -24.3% | -7.6% |
| 30D | -8.5% | +0.3% | -8.8% | -9.0% |
| 3M | -2.9% | -8.0% | +5.1% | -5.1% |
| 6M | -1.5% | +341.2% | -342.8% | -28.1% |
| YTD | +19.4% | +327.8% | -308.4% | -12.8% |
| 1Y | +22.9% | +364.9% | -342.0% | -12.3% |
| 3Y | +11.3% | +229.2% | -217.9% | -23.5% |
| 5Y | -6.9% | +42.8% | -49.6% | -28.4% |
| All | +123.9% | +313.4% | -189.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling