+68.3%
MA vs YUM
+22.7%
+45.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.7% |
| 7D | -3.5% | -3.6% | 0.0% | -1.7% |
| 30D | +0.8% | +0.4% | +0.4% | +0.4% |
| 3M | +14.8% | -3.8% | +18.6% | +16.6% |
| 6M | +10.0% | -8.3% | +18.3% | +14.4% |
| YTD | -0.1% | -2.6% | +2.5% | +0.1% |
| 1Y | -2.2% | +1.5% | -3.7% | -4.5% |
| 3Y | +39.3% | +21.6% | +17.7% | +17.8% |
| All | +68.3% | +22.7% | +45.6% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling