+57.4%
MAR vs YUM
+15.9%
+41.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | -0.5% |
| 7D | +7.7% | +10.8% | -3.0% | +3.0% |
| 30D | +19.4% | +21.4% | -2.0% | +9.8% |
| 3M | +23.3% | +13.2% | +10.1% | +16.5% |
| 6M | +22.8% | +8.8% | +14.1% | +17.8% |
| YTD | +37.8% | +11.5% | +26.2% | +27.5% |
| 1Y | +57.4% | +13.4% | +44.0% | +43.2% |
| All | +57.4% | +15.9% | +41.4% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling