+177.5%
MCD vs YUM
+177.1%
+0.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | -2.5% | -5.2% | +2.7% | +0.5% |
| 30D | -7.0% | -0.1% | -6.9% | -7.2% |
| 3M | -9.8% | -4.3% | -5.5% | -7.9% |
| 6M | -21.8% | -8.7% | -13.0% | -18.0% |
| YTD | -15.6% | -3.5% | -12.1% | -14.5% |
| 1Y | -15.2% | +0.5% | -15.6% | -16.4% |
| 3Y | -2.6% | +20.5% | -23.1% | -15.3% |
| 5Y | +18.9% | +21.8% | -3.0% | +1.3% |
| All | +177.5% | +177.1% | +0.4% | +50.0% |
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