+536.2%
MDT vs YUM
+4,087.9%
-3,551.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.6% | -5.2% | +3.6% | -0.1% |
| 30D | +1.0% | -0.1% | +1.1% | +0.9% |
| 3M | +15.2% | -4.3% | +19.5% | +16.3% |
| 6M | +3.7% | -8.7% | +12.4% | +6.0% |
| YTD | -3.0% | -3.5% | +0.5% | -2.5% |
| 1Y | +2.5% | +0.5% | +2.0% | +1.6% |
| 3Y | +26.5% | +20.5% | +5.9% | +18.2% |
| 5Y | -18.3% | +21.8% | -40.1% | -24.2% |
| 10Y | +40.2% | +176.5% | -136.3% | +3.8% |
| All | +536.2% | +4,087.9% | -3,551.6% | +144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling