+108.9%
META vs YUM
+24.7%
+84.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +6.7% | -2.0% | +8.8% | +6.9% |
| 30D | +4.8% | -1.1% | +5.8% | +4.9% |
| 3M | -1.6% | +1.8% | -3.4% | -2.1% |
| 6M | -7.5% | -4.7% | -2.7% | -7.0% |
| YTD | -6.4% | +0.6% | -7.0% | -6.8% |
| 1Y | -17.3% | +6.4% | -23.7% | -18.5% |
| All | +108.9% | +24.7% | +84.1% | +96.9% |
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