-58.7%
MARA vs YUM
+15.9%
-74.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.9% | -10.0% | -3.5% |
| 7D | -6.5% | +10.8% | -17.3% | -5.8% |
| 30D | -38.5% | +21.4% | -59.9% | -37.9% |
| 3M | -41.5% | +13.2% | -54.7% | -41.2% |
| 6M | -41.9% | +8.8% | -50.7% | -41.8% |
| YTD | -23.5% | +11.5% | -35.0% | -21.1% |
| 1Y | -58.7% | +13.4% | -72.0% | -57.1% |
| All | -58.7% | +15.9% | -74.6% | -57.1% |
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