+63.9%
META vs YUM
+26.6%
+37.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +6.0% | -1.7% | +7.7% | +6.8% |
| 30D | +3.6% | -0.8% | +4.4% | +3.8% |
| 3M | +4.9% | +1.5% | +3.4% | +3.3% |
| 6M | -4.7% | -6.1% | +1.4% | -2.8% |
| YTD | -6.9% | -0.2% | -6.7% | -8.3% |
| 1Y | -18.2% | +2.5% | -20.7% | -21.0% |
| 3Y | +107.8% | +24.6% | +83.1% | +67.2% |
| 5Y | +63.9% | +25.7% | +38.3% | +26.4% |
| All | +63.9% | +26.6% | +37.3% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling