-4.5%
MDLZ vs YUM
+20.4%
-24.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +1.7% | -5.2% | +6.9% | +3.4% |
| 30D | +1.1% | -0.1% | +1.2% | +1.0% |
| 3M | -1.8% | -4.3% | +2.4% | -0.7% |
| 6M | +12.3% | -8.7% | +21.0% | +15.3% |
| YTD | +18.0% | -3.5% | +21.5% | +18.9% |
| 1Y | +3.8% | +0.5% | +3.4% | +3.1% |
| All | -4.5% | +20.4% | -24.9% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling