-74.1%
MARA vs YUM
+171.3%
-245.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +6.9% | +6.1% |
| 7D | +5.9% | -6.1% | +12.0% | +9.9% |
| 30D | +24.3% | -5.8% | +30.1% | +28.7% |
| 3M | -12.0% | -7.6% | -4.3% | -8.3% |
| 6M | +40.1% | -9.1% | +49.3% | +46.4% |
| YTD | +33.4% | -5.5% | +38.9% | +35.1% |
| 1Y | -23.7% | -3.7% | -20.0% | -24.7% |
| 3Y | +19.0% | +17.8% | +1.2% | +0.1% |
| 5Y | -66.5% | +19.3% | -85.7% | -71.6% |
| All | -74.1% | +171.3% | -245.4% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling