+885.6%
MMM vs YUM
+4,229.6%
-3,344.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.6% | -1.7% | +0.1% | -1.1% |
| 30D | -8.0% | -0.8% | -7.2% | -7.9% |
| 3M | +9.4% | +1.5% | +7.9% | +8.4% |
| 6M | +10.2% | -6.1% | +16.3% | +11.8% |
| YTD | +6.1% | -0.2% | +6.3% | +5.7% |
| 1Y | +10.8% | +2.5% | +8.3% | +9.2% |
| 3Y | +104.8% | +24.6% | +80.2% | +89.0% |
| 5Y | +27.0% | +25.7% | +1.4% | +16.4% |
| 10Y | +53.8% | +179.7% | -125.9% | +10.4% |
| All | +885.6% | +4,229.6% | -3,344.0% | +274.0% |
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