+985.1%
MMM vs YUM
+4,595.4%
-3,610.4%
-59.1%
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% | -1.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +12.1% | +10.0% | +2.2% | +9.1% |
| 3M | +1.4% | +7.5% | -6.1% | -0.9% |
| 6M | +26.6% | +8.8% | +17.8% | +22.8% |
| YTD | +16.8% | +8.2% | +8.6% | +13.5% |
| 1Y | +10.1% | +9.8% | +0.3% | +6.4% |
| 3Y | +158.4% | +36.4% | +122.0% | +132.1% |
| 5Y | +43.1% | +41.7% | +1.4% | +26.4% |
| 10Y | +74.2% | +217.5% | -143.4% | +20.5% |
| All | +985.1% | +4,595.4% | -3,610.4% | +301.7% |
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