+14.5%
MDB vs YUM
+5.7%
+8.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.4% |
| 7D | -17.4% | -2.0% | -15.4% | -18.0% |
| 30D | -2.0% | -1.1% | -0.9% | -2.1% |
| 3M | -3.0% | +1.8% | -4.8% | -1.7% |
| 6M | +48.7% | -4.7% | +53.4% | +47.8% |
| YTD | -12.1% | +0.6% | -12.7% | -9.5% |
| 1Y | +14.5% | +6.4% | +8.1% | +21.7% |
| All | +14.5% | +5.7% | +8.8% | +21.7% |
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