+1,183.9%
MET vs YUM
+3,826.1%
-2,642.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.5% |
| 7D | -0.8% | -3.6% | +2.8% | +1.2% |
| 30D | -1.4% | +0.4% | -1.8% | -1.9% |
| 3M | +12.5% | -3.8% | +16.3% | +14.2% |
| 6M | +37.1% | -8.3% | +45.4% | +42.5% |
| YTD | +23.8% | -2.6% | +26.4% | +23.9% |
| 1Y | +24.1% | +1.5% | +22.6% | +20.8% |
| 3Y | +65.2% | +21.6% | +43.6% | +42.1% |
| 5Y | +82.3% | +23.5% | +58.8% | +53.6% |
| 10Y | +241.6% | +178.9% | +62.6% | +80.2% |
| All | +1,183.9% | +3,826.1% | -2,642.2% | +159.5% |
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