-2.6%
MCD vs YUM
+21.5%
-24.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | +0.2% |
| 7D | -2.9% | -3.6% | +0.7% | -1.2% |
| 30D | -6.7% | +0.4% | -7.1% | -7.0% |
| 3M | -9.6% | -3.8% | -5.8% | -8.1% |
| 6M | -22.3% | -8.3% | -14.0% | -19.3% |
| YTD | -15.4% | -2.6% | -12.8% | -14.7% |
| 1Y | -16.8% | +1.5% | -18.3% | -17.9% |
| All | -2.6% | +21.5% | -24.1% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling