-10.8%
MDLN vs YUM
+1.0%
-11.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +3.7% | -2.0% | +5.8% | +4.1% |
| 30D | -0.2% | -1.1% | +0.9% | +0.1% |
| 3M | +6.2% | +1.8% | +4.4% | +6.2% |
| 6M | -14.7% | -4.7% | -9.9% | -13.4% |
| YTD | -12.9% | +0.6% | -13.5% | -9.6% |
| All | -10.8% | +1.0% | -11.7% | -7.6% |
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 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