+354.7%
MNST vs YUM
+215.4%
+139.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +5.1% | +10.0% | -4.9% | +0.9% |
| 3M | -0.5% | +7.5% | -8.0% | -3.6% |
| 6M | +8.1% | +8.8% | -0.7% | +3.8% |
| YTD | +21.2% | +8.2% | +13.0% | +16.0% |
| 1Y | +30.7% | +9.8% | +20.9% | +24.1% |
| 3Y | +67.3% | +36.4% | +30.9% | +41.0% |
| 5Y | +101.9% | +41.7% | +60.2% | +66.8% |
| All | +354.7% | +215.4% | +139.3% | +193.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling