+978.6%
SBUX vs MXL
+298.4%
+680.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.5% | -2.8% |
| 7D | -6.3% | +19.0% | -25.2% | -8.3% |
| 30D | -3.9% | +4.5% | -8.3% | -4.8% |
| 3M | +3.3% | -1.5% | +4.8% | +0.2% |
| 6M | +1.4% | +348.6% | -347.2% | -24.2% |
| YTD | +21.0% | +310.3% | -289.3% | -8.8% |
| 1Y | +22.4% | +344.7% | -322.3% | -9.6% |
| 3Y | +13.2% | +211.2% | -198.0% | -18.6% |
| 5Y | -5.2% | +34.8% | -40.0% | -25.5% |
| 10Y | +128.3% | +286.5% | -158.2% | +40.9% |
| All | +978.6% | +298.4% | +680.2% | +546.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling