+2,460.4%
MAR vs YUM
+3,932.0%
-1,471.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +2.0% |
| 7D | -0.5% | -3.6% | +3.1% | +1.2% |
| 30D | -4.7% | +0.4% | -5.0% | -5.0% |
| 3M | -15.6% | -3.8% | -11.8% | -14.4% |
| 6M | +1.2% | -8.3% | +9.5% | +4.9% |
| YTD | +7.5% | -2.6% | +10.1% | +8.1% |
| 1Y | +26.6% | +1.5% | +25.1% | +24.6% |
| 3Y | +66.0% | +21.6% | +44.4% | +47.8% |
| 5Y | +154.1% | +23.5% | +130.6% | +125.0% |
| 10Y | +441.9% | +178.9% | +262.9% | +233.8% |
| All | +2,460.4% | +3,932.0% | -1,471.6% | +532.8% |
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