+503.0%
MA vs YUM
+171.3%
+331.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +2.0% |
| 7D | -1.7% | -6.1% | +4.3% | +2.1% |
| 30D | +1.7% | -5.8% | +7.5% | +5.4% |
| 3M | +17.2% | -7.6% | +24.8% | +22.4% |
| 6M | +13.3% | -9.1% | +22.5% | +19.3% |
| YTD | +0.2% | -5.5% | +5.7% | +2.4% |
| 1Y | -2.7% | -3.7% | +1.0% | -2.2% |
| 3Y | +39.1% | +17.8% | +21.3% | +18.7% |
| 5Y | +68.8% | +19.3% | +49.5% | +41.7% |
| All | +503.0% | +171.3% | +331.7% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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