+23.0%
MMM vs YUM
+15.9%
+7.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.9% | +3.6% | +7.7% |
| 7D | +12.2% | +10.8% | +1.5% | +9.2% |
| 30D | +18.8% | +21.4% | -2.6% | +13.5% |
| 3M | +7.4% | +13.2% | -5.8% | +3.8% |
| 6M | +38.3% | +8.8% | +29.5% | +34.7% |
| YTD | +22.9% | +11.5% | +11.3% | +19.4% |
| 1Y | +23.0% | +13.4% | +9.6% | +18.2% |
| All | +23.0% | +15.9% | +7.1% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling