+15,819.0%
MA vs YUM
+1,201.3%
+14,617.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.6% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +9.6% | +10.0% | -0.4% | +3.8% |
| 3M | +16.8% | +7.5% | +9.3% | +11.7% |
| 6M | +35.2% | +8.8% | +26.4% | +27.9% |
| YTD | +16.6% | +8.2% | +8.4% | +10.0% |
| 1Y | +19.8% | +9.8% | +9.9% | +12.0% |
| 3Y | +70.7% | +36.4% | +34.2% | +37.7% |
| 5Y | +87.4% | +41.7% | +45.7% | +47.4% |
| 10Y | +570.0% | +217.5% | +352.5% | +231.2% |
| All | +15,819.0% | +1,201.3% | +14,617.7% | +3,116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling