+38.6%
MA vs YUM
+21.5%
+17.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.2% |
| 7D | -3.5% | -3.6% | 0.0% | -2.3% |
| 30D | +0.8% | +0.4% | +0.4% | +0.6% |
| 3M | +14.8% | -3.8% | +18.6% | +16.1% |
| 6M | +10.0% | -8.3% | +18.3% | +13.0% |
| YTD | -0.1% | -2.6% | +2.5% | +0.2% |
| 1Y | -2.2% | +1.5% | -3.7% | -3.5% |
| All | +38.6% | +21.5% | +17.2% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling