+102.0%
META vs YUM
+35.3%
+66.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | +5.7% | +2.1% | +3.6% | +5.5% |
| 30D | -10.8% | +11.1% | -21.8% | -11.4% |
| 3M | +8.4% | +7.3% | +1.2% | +7.8% |
| 6M | +5.4% | +6.9% | -1.5% | +4.7% |
| YTD | -2.6% | +7.9% | -10.5% | -3.4% |
| 1Y | +3.5% | +10.0% | -6.5% | +2.3% |
| 3Y | +102.0% | +36.7% | +65.3% | +86.9% |
| All | +102.0% | +35.3% | +66.7% | +86.9% |
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