+1,527.5%
META vs YUM
+302.6%
+1,224.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +6.7% | -2.0% | +8.8% | +7.5% |
| 30D | +4.8% | -1.1% | +5.8% | +5.0% |
| 3M | -1.6% | +1.8% | -3.4% | -3.0% |
| 6M | -7.5% | -4.7% | -2.7% | -6.5% |
| YTD | -6.4% | +0.6% | -7.0% | -7.6% |
| 1Y | -17.3% | +6.4% | -23.7% | -20.7% |
| 3Y | +109.9% | +22.6% | +87.3% | +86.8% |
| 5Y | +65.4% | +26.0% | +39.4% | +45.4% |
| 10Y | +391.8% | +174.6% | +217.2% | +227.3% |
| All | +1,527.5% | +302.6% | +1,224.9% | +883.8% |
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