+1,593.8%
META vs YUM
+330.1%
+1,263.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +3.3% | +2.0% | +1.2% | +2.4% |
| 30D | -10.8% | +10.6% | -21.4% | -14.2% |
| 3M | +7.9% | +10.8% | -2.9% | +3.3% |
| 6M | +5.4% | +6.5% | -1.1% | +1.8% |
| YTD | -2.6% | +7.5% | -10.0% | -6.5% |
| 1Y | +1.9% | +10.2% | -8.3% | -3.4% |
| 3Y | +97.0% | +34.8% | +62.1% | +68.3% |
| 5Y | +97.6% | +40.0% | +57.6% | +66.5% |
| 10Y | +436.0% | +212.0% | +224.0% | +241.2% |
| All | +1,593.8% | +330.1% | +1,263.7% | +895.1% |
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 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