+418.8%
META vs YUM
+174.3%
+244.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.4% | +9.0% | +7.6% |
| 7D | +10.3% | -3.6% | +13.8% | +11.9% |
| 30D | +9.9% | +0.4% | +9.5% | +9.4% |
| 3M | +11.9% | -3.8% | +15.7% | +12.9% |
| 6M | +1.2% | -8.3% | +9.4% | +4.0% |
| YTD | -0.8% | -2.6% | +1.9% | -1.1% |
| 1Y | -14.3% | +1.5% | -15.9% | -16.8% |
| 3Y | +121.4% | +21.6% | +99.8% | +91.3% |
| 5Y | +74.5% | +23.5% | +50.9% | +49.0% |
| 10Y | +418.8% | +178.9% | +239.9% | +222.1% |
| All | +418.8% | +174.3% | +244.5% | +222.1% |
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