+248.7%
MNST vs YUM
+177.1%
+71.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -2.2% | -5.2% | +2.9% | 0.0% |
| 30D | -5.4% | -0.1% | -5.3% | -5.4% |
| 3M | -5.5% | -4.3% | -1.2% | -4.1% |
| 6M | +12.4% | -8.7% | +21.1% | +16.1% |
| YTD | +12.4% | -3.5% | +15.9% | +13.1% |
| 1Y | +37.2% | +0.5% | +36.7% | +35.1% |
| 3Y | +52.9% | +20.5% | +32.4% | +36.2% |
| 5Y | +79.7% | +21.8% | +57.9% | +58.5% |
| All | +248.7% | +177.1% | +71.6% | +127.8% |
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