+1,896.3%
MCHP vs YUM
+4,087.9%
-2,191.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -2.1% | -5.2% | +3.1% | +0.1% |
| 30D | -11.1% | -0.1% | -11.0% | -11.4% |
| 3M | -18.1% | -4.3% | -13.8% | -17.4% |
| 6M | +10.8% | -8.7% | +19.5% | +13.7% |
| YTD | +14.2% | -3.5% | +17.7% | +14.3% |
| 1Y | +13.5% | +0.5% | +13.0% | +11.0% |
| 3Y | -2.0% | +20.5% | -22.5% | -11.5% |
| 5Y | +1.4% | +21.8% | -20.4% | -8.2% |
| 10Y | +195.5% | +176.5% | +19.0% | +95.2% |
| All | +1,896.3% | +4,087.9% | -2,191.6% | +385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling