+17.1%
MCHP vs YUM
-2.1%
+19.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +3.4% |
| 7D | 0.0% | -6.1% | +6.1% | -0.6% |
| 30D | -6.0% | -5.8% | -0.2% | -6.6% |
| 3M | -19.7% | -7.6% | -12.1% | -20.2% |
| 6M | +14.0% | -9.1% | +23.2% | +14.0% |
| YTD | +18.4% | -5.5% | +23.9% | +19.1% |
| 1Y | +17.1% | -3.7% | +20.8% | +21.1% |
| All | +17.1% | -2.1% | +19.2% | +21.1% |
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