+37.0%
MDT vs YUM
+171.3%
-134.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | -3.4% | -6.1% | +2.6% | -0.7% |
| 30D | +0.2% | -5.8% | +6.0% | +2.7% |
| 3M | +14.3% | -7.6% | +21.9% | +17.7% |
| 6M | +4.0% | -9.1% | +13.2% | +7.8% |
| YTD | -3.7% | -5.5% | +1.8% | -2.2% |
| 1Y | -0.4% | -3.7% | +3.4% | -0.1% |
| 3Y | +23.3% | +17.8% | +5.5% | +10.4% |
| 5Y | -18.9% | +19.3% | -38.1% | -28.8% |
| All | +37.0% | +171.3% | -134.3% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling