+11.3%
SBUX vs MXL
+222.8%
-211.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -1.0% |
| 7D | -5.5% | +18.9% | -24.3% | -6.6% |
| 30D | -8.5% | +0.3% | -8.8% | -8.7% |
| 3M | -2.9% | -8.0% | +5.1% | -4.2% |
| 6M | -1.5% | +341.2% | -342.8% | -19.2% |
| YTD | +19.4% | +327.8% | -308.4% | -2.0% |
| 1Y | +22.9% | +364.9% | -342.0% | -0.7% |
| 3Y | +11.3% | +229.2% | -217.9% | -14.7% |
| All | +11.3% | +222.8% | -211.5% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling