-25.3%
MDB vs YUM
+19.0%
-44.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.1% |
| 7D | -1.8% | -6.1% | +4.3% | +1.3% |
| 30D | -17.3% | -5.8% | -11.4% | -15.0% |
| 3M | +2.2% | -7.6% | +9.8% | +5.5% |
| 6M | +33.9% | -9.1% | +43.0% | +38.5% |
| YTD | -13.7% | -5.5% | -8.2% | -13.4% |
| 1Y | +9.1% | -3.7% | +12.8% | +6.8% |
| 3Y | -8.1% | +17.8% | -25.9% | -31.4% |
| All | -25.3% | +19.0% | -44.3% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling